+37.3%
ANET vs XLP
+7.6%
+29.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +0.4% |
| 7D | -0.8% | -1.0% | +0.2% | -1.9% |
| 30D | -1.8% | -0.9% | -0.9% | -2.5% |
| 3M | +16.7% | +3.8% | +12.9% | +21.8% |
| 6M | +43.7% | -1.7% | +45.5% | +41.7% |
| YTD | +47.9% | +10.3% | +37.6% | +68.5% |
| 1Y | +37.3% | +7.8% | +29.5% | +54.6% |
| All | +37.3% | +7.6% | +29.6% | +54.6% |
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