+515.0%
CIEN vs SMTC
+115.0%
+400.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.0% | -3.6% | +2.5% |
| 7D | -5.3% | +22.9% | -28.2% | -12.8% |
| 30D | -17.2% | +16.6% | -33.9% | -22.5% |
| 3M | -26.9% | +2.4% | -29.3% | -28.7% |
| 6M | +16.0% | +98.3% | -82.3% | -12.2% |
| YTD | +45.9% | +120.7% | -74.7% | +6.7% |
| 1Y | +186.8% | +168.3% | +18.5% | +96.1% |
| 3Y | +607.8% | +571.7% | +36.1% | +227.9% |
| All | +515.0% | +115.0% | +400.0% | +323.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling