+1,431.9%
CIEN vs SMTC
+516.8%
+915.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.1% |
| 7D | +5.4% | +17.5% | -12.1% | -1.3% |
| 30D | -13.7% | +21.3% | -35.0% | -20.5% |
| 3M | -23.0% | +3.1% | -26.2% | -25.1% |
| 6M | -0.8% | +81.7% | -82.5% | -23.2% |
| YTD | +43.1% | +115.9% | -72.9% | +4.4% |
| 1Y | +157.6% | +157.8% | -0.2% | +75.8% |
| 3Y | +593.8% | +557.3% | +36.5% | +194.1% |
| 5Y | +520.6% | +114.7% | +405.9% | +289.2% |
| All | +1,431.9% | +516.8% | +915.1% | +478.0% |
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