+1,500.5%
CIEN vs SPXS
-99.6%
+1,600.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +3.5% |
| 7D | +8.9% | +2.5% | +6.4% | +10.1% |
| 30D | -19.1% | +4.2% | -23.3% | -17.6% |
| 3M | -21.5% | -9.3% | -12.2% | -23.6% |
| 6M | +2.8% | -30.7% | +33.5% | -8.3% |
| YTD | +49.5% | -28.1% | +77.5% | +36.6% |
| 1Y | +163.8% | -35.1% | +198.9% | +136.0% |
| 3Y | +615.8% | -79.6% | +695.4% | +383.3% |
| 5Y | +548.4% | -86.3% | +634.6% | +350.4% |
| All | +1,500.5% | -99.6% | +1,600.0% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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