+127.0%
CIEN vs SMTC
+4,146.8%
-4,019.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +1.6% |
| 7D | +27.4% | +30.5% | -3.1% | +11.7% |
| 30D | -26.6% | -30.9% | +4.3% | -12.0% |
| 3M | -32.0% | -14.7% | -17.3% | -27.4% |
| 6M | -49.1% | -9.6% | -39.5% | -48.2% |
| YTD | +25.7% | +62.1% | -36.4% | -4.1% |
| 1Y | +40.3% | +66.6% | -26.3% | +6.0% |
| 3Y | +566.2% | +718.1% | -151.9% | +86.7% |
| 5Y | +378.7% | +32.8% | +345.9% | +195.7% |
| 10Y | +1,252.3% | +354.1% | +898.2% | +272.7% |
| All | +127.0% | +4,146.8% | -4,019.7% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling