+607.8%
CIEN vs SGI
+59.4%
+548.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.5% |
| 7D | -5.3% | +9.3% | -14.6% | -9.3% |
| 30D | -17.2% | +6.9% | -24.1% | -20.0% |
| 3M | -26.9% | +2.8% | -29.7% | -29.0% |
| 6M | +16.0% | -12.6% | +28.6% | +21.1% |
| YTD | +45.9% | -21.5% | +67.5% | +59.1% |
| 1Y | +186.8% | -18.8% | +205.5% | +206.3% |
| 3Y | +607.8% | +60.8% | +546.9% | +432.0% |
| All | +607.8% | +59.4% | +548.4% | +432.0% |
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