+3,847.4%
ANET vs XLY
+220.9%
+3,626.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +4.7% |
| 7D | +3.0% | -1.7% | +4.7% | +4.8% |
| 30D | -5.2% | -4.2% | -1.0% | -1.3% |
| 3M | +27.6% | -2.7% | +30.3% | +30.2% |
| 6M | +44.4% | -0.6% | +45.0% | +43.6% |
| YTD | +52.3% | -5.0% | +57.3% | +58.5% |
| 1Y | +30.4% | -4.1% | +34.5% | +33.8% |
| 3Y | +313.3% | +33.6% | +279.7% | +207.7% |
| 5Y | +810.0% | +28.7% | +781.3% | +592.3% |
| All | +3,847.4% | +220.9% | +3,626.5% | +939.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling