+304.6%
CIEN vs SIMO
+154.7%
+149.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +3.8% |
| 7D | -24.1% | -22.0% | -2.1% | -15.8% |
| 30D | -45.5% | -43.0% | -2.4% | -31.9% |
| 3M | -39.7% | -39.1% | -0.6% | -27.0% |
| 6M | -57.8% | -33.3% | -24.5% | -50.6% |
| YTD | +4.1% | +77.0% | -72.9% | -15.8% |
| 1Y | +20.8% | +73.0% | -52.2% | -1.3% |
| 3Y | +463.1% | +215.7% | +247.4% | +278.3% |
| All | +304.6% | +154.7% | +149.9% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling