+539.0%
CIEN vs SIMO
+221.6%
+317.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -1.8% |
| 7D | +15.3% | +4.1% | +11.2% | +13.3% |
| 30D | -22.0% | -24.0% | +2.0% | -10.5% |
| 3M | -36.6% | -31.8% | -4.9% | -24.1% |
| 6M | -51.5% | -36.9% | -14.6% | -40.7% |
| YTD | +20.0% | +84.8% | -64.9% | -16.9% |
| 1Y | +44.5% | +99.0% | -54.5% | -3.9% |
| 3Y | +539.0% | +217.9% | +321.1% | +223.3% |
| All | +539.0% | +221.6% | +317.4% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling