+493.5%
CIEN vs SOXQ
+286.7%
+206.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +3.1% |
| 7D | +8.9% | +0.8% | +8.1% | +8.3% |
| 30D | -19.1% | -4.6% | -14.5% | -15.8% |
| 3M | -21.5% | -10.2% | -11.3% | -14.4% |
| 6M | +2.8% | +49.7% | -46.8% | -22.9% |
| YTD | +49.5% | +67.2% | -17.8% | +4.3% |
| 1Y | +163.8% | +98.0% | +65.8% | +65.5% |
| 3Y | +615.8% | +237.2% | +378.7% | +218.9% |
| 5Y | +548.4% | +261.3% | +287.1% | +160.4% |
| All | +493.5% | +286.7% | +206.9% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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