+1,261.7%
CIEN vs SFM
+140.8%
+1,121.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +8.3% |
| 7D | +8.7% | -7.1% | +15.8% | +10.1% |
| 30D | -26.9% | -21.4% | -5.5% | -24.7% |
| 3M | -23.6% | -40.1% | +16.5% | -17.8% |
| 6M | -49.1% | -38.0% | -11.1% | -46.0% |
| YTD | +26.6% | -36.5% | +63.1% | +32.1% |
| 1Y | +42.7% | -35.2% | +77.9% | +47.9% |
| 3Y | +570.8% | +23.5% | +547.4% | +491.7% |
| 5Y | +386.4% | +109.7% | +276.7% | +267.3% |
| 10Y | +1,261.7% | +132.6% | +1,129.2% | +956.5% |
| All | +1,261.7% | +140.8% | +1,121.0% | +956.5% |
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