+48.9%
CIEN vs SGI
-10.7%
+59.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.8% | -16.1% | -10.0% |
| 7D | -25.0% | +12.1% | -37.1% | -26.3% |
| 30D | -30.1% | +12.1% | -42.2% | -31.5% |
| 3M | -33.8% | +0.4% | -34.2% | -33.5% |
| 6M | -49.4% | -4.0% | -45.4% | -48.5% |
| YTD | +16.4% | -21.2% | +37.7% | +23.7% |
| 1Y | +48.9% | -12.1% | +60.9% | +51.3% |
| All | +48.9% | -10.7% | +59.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling