+1,563.6%
CIEN vs SIMO
+2,080.4%
-516.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +4.1% |
| 7D | -24.1% | -22.0% | -2.1% | -17.2% |
| 30D | -45.5% | -43.0% | -2.4% | -34.1% |
| 3M | -39.7% | -39.1% | -0.6% | -28.9% |
| 6M | -57.8% | -33.3% | -24.5% | -51.9% |
| YTD | +4.1% | +77.0% | -72.9% | -15.8% |
| 1Y | +20.8% | +73.0% | -52.2% | -1.4% |
| 3Y | +463.1% | +215.7% | +247.4% | +279.1% |
| 5Y | +302.3% | +155.6% | +146.7% | +171.1% |
| 10Y | +1,164.4% | +388.4% | +776.0% | +542.1% |
| All | +1,563.6% | +2,080.4% | -516.8% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling