+5,512.5%
ANET vs STT
+300.0%
+5,212.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.7% | +1.0% | +2.7% | +3.2% |
| 30D | +0.7% | +2.8% | -2.1% | -0.4% |
| 3M | +26.8% | +18.1% | +8.7% | +17.8% |
| 6M | +40.7% | +59.2% | -18.6% | +14.0% |
| YTD | +47.2% | +51.5% | -4.2% | +21.9% |
| 1Y | +36.0% | +75.7% | -39.7% | +5.1% |
| 3Y | +292.8% | +200.8% | +92.0% | +138.5% |
| 5Y | +761.9% | +155.8% | +606.2% | +441.5% |
| 10Y | +3,770.2% | +266.4% | +3,503.8% | +1,763.0% |
| All | +5,512.5% | +300.0% | +5,212.5% | +2,361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling