+1,438.7%
CIEN vs SIMO
+515.6%
+923.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.2% | +0.2% | +4.3% |
| 7D | -5.3% | +14.6% | -19.9% | -9.5% |
| 30D | -17.2% | +6.2% | -23.4% | -18.9% |
| 3M | -26.9% | +3.6% | -30.4% | -28.4% |
| 6M | +16.0% | +130.8% | -114.8% | -13.9% |
| YTD | +45.9% | +195.8% | -149.8% | -0.6% |
| 1Y | +186.8% | +225.0% | -38.2% | +89.8% |
| 3Y | +607.8% | +452.3% | +155.5% | +298.3% |
| 5Y | +506.7% | +303.6% | +203.1% | +251.6% |
| 10Y | +1,438.7% | +528.8% | +910.0% | +606.3% |
| All | +1,438.7% | +515.6% | +923.1% | +606.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling