+1,500.5%
CIEN vs SIRI
-10.2%
+1,510.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.5% | +4.3% |
| 7D | +8.9% | +0.6% | +8.3% | +8.7% |
| 30D | -19.1% | +2.5% | -21.6% | -19.6% |
| 3M | -21.5% | +6.6% | -28.1% | -23.3% |
| 6M | +2.8% | +32.9% | -30.1% | -5.0% |
| YTD | +49.5% | +50.5% | -1.0% | +32.8% |
| 1Y | +163.8% | +28.0% | +135.8% | +143.6% |
| 3Y | +615.8% | -22.4% | +638.2% | +610.4% |
| 5Y | +548.4% | -41.3% | +589.7% | +555.4% |
| All | +1,500.5% | -10.2% | +1,510.7% | +1,042.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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