+147.9%
CIEN vs SMTC
+5,158.3%
-5,010.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | -3.3% |
| 7D | -15.2% | +12.7% | -27.9% | -20.2% |
| 30D | -21.5% | +22.0% | -43.5% | -29.6% |
| 3M | -40.1% | -12.7% | -27.4% | -37.5% |
| 6M | -6.6% | +64.8% | -71.3% | -29.3% |
| YTD | +37.3% | +100.7% | -63.4% | -5.4% |
| 1Y | +174.5% | +146.9% | +27.7% | +70.1% |
| 3Y | +562.3% | +456.8% | +105.5% | +118.1% |
| 5Y | +463.9% | +89.2% | +374.7% | +191.9% |
| 10Y | +1,302.4% | +426.9% | +875.5% | +261.2% |
| All | +147.9% | +5,158.3% | -5,010.4% | -66.8% |
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