+30.4%
ANET vs XLP
+6.9%
+23.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +6.0% |
| 7D | +3.0% | -1.4% | +4.4% | +1.4% |
| 30D | -5.2% | -2.0% | -3.2% | -7.0% |
| 3M | +27.6% | -1.5% | +29.2% | +27.0% |
| 6M | +44.4% | -0.2% | +44.6% | +44.4% |
| YTD | +52.3% | +8.7% | +43.6% | +70.4% |
| 1Y | +30.4% | +6.3% | +24.1% | +41.3% |
| All | +30.4% | +6.9% | +23.5% | +41.3% |
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