+5,571.6%
ANET vs STRL
+5,412.6%
+158.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.1% |
| 7D | +3.0% | +10.1% | -7.1% | +0.8% |
| 30D | +3.3% | -8.2% | +11.5% | +5.2% |
| 3M | +24.7% | -43.7% | +68.3% | +39.9% |
| 6M | +46.7% | +27.1% | +19.6% | +30.7% |
| YTD | +48.8% | +64.0% | -15.2% | +24.5% |
| 1Y | +39.2% | +75.2% | -35.9% | +13.5% |
| 3Y | +296.9% | +539.9% | -243.0% | +144.7% |
| 5Y | +767.5% | +2,133.0% | -1,365.4% | +325.1% |
| 10Y | +3,734.5% | +7,178.3% | -3,443.8% | +1,415.0% |
| All | +5,571.6% | +5,412.6% | +158.9% | +2,529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling