+543.5%
CIEN vs SOXQ
+258.1%
+285.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.7% |
| 3M | -21.5% | -10.2% | -11.3% | -14.3% |
| 6M | +2.8% | +49.7% | -46.8% | -23.2% |
| YTD | +49.5% | +67.2% | -17.8% | +3.9% |
| 1Y | +163.8% | +98.0% | +65.8% | +64.6% |
| 3Y | +615.8% | +237.2% | +378.7% | +214.9% |
| All | +543.5% | +258.1% | +285.4% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling