+1,206.6%
CIEN vs SMTC
+351.6%
+855.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +1.2% |
| 7D | +27.4% | +30.5% | -3.1% | +14.0% |
| 30D | -26.6% | -30.9% | +4.3% | -14.5% |
| 3M | -32.0% | -14.7% | -17.3% | -27.7% |
| 6M | -49.1% | -9.6% | -39.5% | -47.8% |
| YTD | +25.7% | +62.1% | -36.4% | +3.3% |
| 1Y | +40.3% | +66.6% | -26.3% | +14.5% |
| 3Y | +566.2% | +718.1% | -151.9% | +169.3% |
| 5Y | +378.7% | +32.8% | +345.9% | +266.7% |
| All | +1,206.6% | +351.6% | +855.1% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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