+527.0%
CIEN vs SITM
+170.3%
+356.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.5% |
| 7D | -4.6% | +3.7% | -8.3% | -5.7% |
| 30D | -12.8% | -14.5% | +1.7% | -8.9% |
| 3M | -23.1% | -10.6% | -12.5% | -21.6% |
| 6M | +6.1% | +65.5% | -59.4% | -10.6% |
| YTD | +44.5% | +67.0% | -22.5% | +20.7% |
| 1Y | +176.6% | +138.6% | +38.0% | +107.5% |
| 3Y | +601.0% | +421.8% | +179.1% | +311.7% |
| All | +527.0% | +170.3% | +356.6% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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