+539.0%
CIEN vs SMTC
+698.5%
-159.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -2.8% |
| 7D | +15.3% | +11.0% | +4.2% | +10.1% |
| 30D | -22.0% | -28.5% | +6.5% | -9.9% |
| 3M | -36.6% | -14.2% | -22.4% | -32.4% |
| 6M | -51.5% | -18.0% | -33.5% | -48.0% |
| YTD | +20.0% | +55.5% | -35.5% | +1.1% |
| 1Y | +44.5% | +69.5% | -25.1% | +18.5% |
| 3Y | +539.0% | +699.7% | -160.6% | +259.9% |
| All | +539.0% | +698.5% | -159.5% | +259.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling