+174.5%
CIEN vs SIMO
+226.2%
-51.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | -2.2% |
| 7D | -15.2% | +4.2% | -19.4% | -16.5% |
| 30D | -21.5% | +4.1% | -25.6% | -22.9% |
| 3M | -40.1% | -12.9% | -27.2% | -38.1% |
| 6M | -6.6% | +110.3% | -116.9% | -28.1% |
| YTD | +37.3% | +178.6% | -141.3% | -12.6% |
| 1Y | +174.5% | +220.0% | -45.4% | +70.0% |
| All | +174.5% | +226.2% | -51.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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