+157.6%
CIEN vs SGI
-20.9%
+178.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.2% |
| 7D | +5.4% | -4.9% | +10.3% | +6.7% |
| 30D | -13.7% | +1.6% | -15.3% | -14.3% |
| 3M | -23.0% | -3.2% | -19.9% | -23.0% |
| 6M | -0.8% | -16.0% | +15.2% | +3.4% |
| YTD | +43.1% | -25.4% | +68.5% | +53.4% |
| 1Y | +157.6% | -21.6% | +179.2% | +178.9% |
| All | +157.6% | -20.9% | +178.6% | +178.9% |
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