+1,188.7%
CIEN vs SIMO
+436.4%
+752.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.7% | +5.0% | +8.6% |
| 7D | -5.3% | -8.2% | +2.9% | -1.7% |
| 30D | -40.1% | -34.6% | -5.5% | -29.8% |
| 3M | -34.7% | -32.6% | -2.1% | -24.5% |
| 6M | -50.9% | -31.8% | -19.0% | -43.7% |
| YTD | +15.2% | +87.6% | -72.5% | -7.9% |
| 1Y | +35.2% | +86.7% | -51.5% | +8.4% |
| 3Y | +522.6% | +227.4% | +295.1% | +317.3% |
| 5Y | +344.2% | +173.0% | +171.2% | +196.3% |
| 10Y | +1,188.7% | +409.6% | +779.0% | +558.8% |
| All | +1,188.7% | +436.4% | +752.3% | +558.8% |
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