+1,184.7%
CIEN vs SFM
+138.5%
+1,046.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.3% |
| 7D | -9.3% | -6.9% | -2.4% | -8.3% |
| 30D | -39.5% | -25.0% | -14.5% | -37.2% |
| 3M | -29.8% | -42.7% | +12.9% | -23.9% |
| 6M | -50.4% | -41.0% | -9.4% | -47.0% |
| YTD | +16.3% | -38.7% | +55.0% | +22.0% |
| 1Y | +30.4% | -38.1% | +68.5% | +36.2% |
| 3Y | +516.6% | +19.3% | +497.2% | +446.4% |
| 5Y | +349.8% | +103.1% | +246.6% | +240.9% |
| 10Y | +1,184.7% | +131.1% | +1,053.6% | +861.2% |
| All | +1,184.7% | +138.5% | +1,046.2% | +861.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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