+1,460.5%
CIEN vs SFM
+280.6%
+1,179.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.3% |
| 7D | -4.6% | -7.2% | +2.6% | -3.4% |
| 30D | -12.8% | -14.3% | +1.5% | -10.6% |
| 3M | -23.1% | -13.7% | -9.3% | -21.5% |
| 6M | +6.1% | -6.0% | +12.1% | +5.5% |
| YTD | +44.5% | -8.2% | +52.8% | +43.5% |
| 1Y | +176.6% | -46.2% | +222.9% | +205.7% |
| 3Y | +601.0% | +83.6% | +517.4% | +484.3% |
| 5Y | +509.1% | +212.7% | +296.4% | +334.5% |
| 10Y | +1,460.5% | +273.0% | +1,187.5% | +909.2% |
| All | +1,460.5% | +280.6% | +1,179.9% | +909.2% |
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