+651.8%
CIEN vs SGI
+2,083.6%
-1,431.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -15.2% | +8.5% | -23.7% | -17.4% |
| 30D | -21.5% | +0.7% | -22.2% | -21.9% |
| 3M | -40.1% | +0.6% | -40.7% | -40.7% |
| 6M | -6.6% | -17.9% | +11.4% | -2.1% |
| YTD | +37.3% | -21.2% | +58.4% | +44.7% |
| 1Y | +174.5% | -18.9% | +193.4% | +186.5% |
| 3Y | +562.3% | +52.6% | +509.6% | +471.2% |
| 5Y | +463.9% | +60.7% | +403.2% | +361.4% |
| 10Y | +1,302.4% | +278.1% | +1,024.3% | +666.4% |
| All | +651.8% | +2,083.6% | -1,431.8% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling