+37.3%
ANET vs XLF
+9.9%
+27.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | +16.7% | +11.7% | +5.0% | +10.6% |
| 6M | +43.7% | +13.8% | +29.9% | +33.8% |
| YTD | +47.9% | +7.0% | +40.9% | +39.5% |
| 1Y | +37.3% | +9.1% | +28.1% | +29.3% |
| All | +37.3% | +9.9% | +27.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling