+1,460.5%
CIEN vs SAN
+329.5%
+1,130.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -12.8% | -0.1% | -12.8% | -12.9% |
| 3M | -23.1% | +19.6% | -42.7% | -28.1% |
| 6M | +6.1% | +32.7% | -26.6% | -4.4% |
| YTD | +44.5% | +26.7% | +17.8% | +32.0% |
| 1Y | +176.6% | +51.6% | +125.0% | +138.1% |
| 3Y | +601.0% | +348.7% | +252.2% | +318.6% |
| 5Y | +509.1% | +378.7% | +130.4% | +244.4% |
| 10Y | +1,460.5% | +336.9% | +1,123.5% | +719.9% |
| All | +1,460.5% | +329.5% | +1,130.9% | +719.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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