+2,094.1%
CIEN vs SIMO
+3,332.4%
-1,238.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | -1.6% |
| 7D | -15.2% | +4.2% | -19.4% | -16.3% |
| 30D | -21.5% | +4.1% | -25.6% | -22.7% |
| 3M | -40.1% | -12.9% | -27.2% | -38.0% |
| 6M | -6.6% | +110.3% | -116.9% | -28.8% |
| YTD | +37.3% | +178.6% | -141.3% | -4.7% |
| 1Y | +174.5% | +220.0% | -45.4% | +82.8% |
| 3Y | +562.3% | +409.0% | +153.2% | +279.7% |
| 5Y | +463.9% | +277.3% | +186.6% | +232.0% |
| 10Y | +1,302.4% | +506.6% | +795.7% | +552.8% |
| All | +2,094.1% | +3,332.4% | -1,238.2% | +267.3% |
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