+506.7%
CIEN vs SFM
+219.5%
+287.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.5% | +12.8% | +7.1% |
| 7D | -5.3% | -5.8% | +0.5% | -4.7% |
| 30D | -17.2% | -11.4% | -5.9% | -16.1% |
| 3M | -26.9% | -12.2% | -14.7% | -26.0% |
| 6M | +16.0% | -5.2% | +21.2% | +15.2% |
| YTD | +45.9% | -4.5% | +50.4% | +44.2% |
| 1Y | +186.8% | -45.4% | +232.2% | +215.1% |
| 3Y | +607.8% | +91.1% | +516.7% | +522.9% |
| 5Y | +506.7% | +226.8% | +279.9% | +399.1% |
| All | +506.7% | +219.5% | +287.2% | +399.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling