+1,396.2%
CIEN vs SPMO
+575.0%
+821.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | -4.6% | +2.7% | -7.3% | -7.4% |
| 30D | -12.8% | +1.1% | -13.9% | -13.4% |
| 3M | -23.1% | +2.0% | -25.1% | -23.6% |
| 6M | +6.1% | +26.5% | -20.4% | -14.4% |
| YTD | +44.5% | +26.5% | +18.0% | +17.3% |
| 1Y | +176.6% | +27.9% | +148.7% | +124.5% |
| 3Y | +601.0% | +160.4% | +440.6% | +211.8% |
| 5Y | +509.1% | +151.5% | +357.6% | +179.8% |
| 10Y | +1,460.5% | +526.3% | +934.1% | +297.1% |
| All | +1,396.2% | +575.0% | +821.2% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling