+569.7%
CIEN vs SGI
+66.8%
+502.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | +27.4% | -10.7% | +38.1% | +32.5% |
| 30D | -26.6% | -3.6% | -23.0% | -26.6% |
| 3M | -32.0% | -5.4% | -26.5% | -32.0% |
| 6M | -49.1% | -7.0% | -42.0% | -49.7% |
| YTD | +25.7% | -31.6% | +57.3% | +43.2% |
| 1Y | +40.3% | -33.5% | +73.8% | +63.0% |
| All | +569.7% | +66.8% | +502.9% | +368.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling