+16.2%
ANET vs XLP
+24.3%
-8.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.7% | +8.6% |
| 7D | -4.4% | +5.9% | -10.3% | +1.9% |
| 30D | -13.7% | +13.5% | -27.2% | -0.9% |
| 3M | -6.3% | +8.4% | -14.7% | +3.1% |
| 6M | +3.4% | +11.5% | -8.2% | +17.8% |
| YTD | +36.2% | +20.6% | +15.6% | +66.7% |
| 1Y | +16.2% | +24.3% | -8.1% | +40.7% |
| All | +16.2% | +24.3% | -8.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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