+3,847.4%
ANET vs STT
+271.9%
+3,575.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.1% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | -5.2% | +1.7% | -6.9% | -5.9% |
| 3M | +27.6% | +17.9% | +9.7% | +18.8% |
| 6M | +44.4% | +55.3% | -10.9% | +18.8% |
| YTD | +52.3% | +52.7% | -0.3% | +26.1% |
| 1Y | +30.4% | +75.7% | -45.2% | +1.3% |
| 3Y | +313.3% | +197.9% | +115.3% | +154.6% |
| 5Y | +810.0% | +158.8% | +651.3% | +473.8% |
| All | +3,847.4% | +271.9% | +3,575.5% | +1,929.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling