+520.6%
CIEN vs SPMO
+145.0%
+375.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +1.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | -13.7% | -0.7% | -13.0% | -12.3% |
| 3M | -23.0% | +2.8% | -25.9% | -25.0% |
| 6M | -0.8% | +24.4% | -25.3% | -24.2% |
| YTD | +43.1% | +24.2% | +18.9% | +10.3% |
| 1Y | +157.6% | +24.5% | +133.1% | +100.4% |
| 3Y | +593.8% | +155.6% | +438.2% | +156.0% |
| 5Y | +520.6% | +148.2% | +372.4% | +128.0% |
| All | +520.6% | +145.0% | +375.6% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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