+1,325.4%
CIEN vs SFM
+132.6%
+1,192.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.6% |
| 7D | -15.2% | -0.1% | -15.1% | -15.2% |
| 30D | -21.5% | -4.4% | -17.1% | -20.9% |
| 3M | -40.1% | +1.5% | -41.6% | -40.7% |
| 6M | -6.6% | +6.5% | -13.0% | -9.3% |
| YTD | +37.3% | +2.2% | +35.1% | +33.7% |
| 1Y | +174.5% | -41.9% | +216.4% | +199.7% |
| 3Y | +562.3% | +106.8% | +455.5% | +437.3% |
| 5Y | +463.9% | +231.6% | +232.4% | +296.8% |
| 10Y | +1,302.4% | +258.4% | +1,043.9% | +810.6% |
| All | +1,325.4% | +132.6% | +1,192.8% | +985.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling