+1,460.5%
CIEN vs STLA
+46.8%
+1,413.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -4.6% | +0.4% | -4.9% | -4.9% |
| 30D | -12.8% | -5.2% | -7.6% | -12.0% |
| 3M | -23.1% | -24.9% | +1.8% | -17.5% |
| 6M | +6.1% | -25.2% | +31.3% | +13.6% |
| YTD | +44.5% | -51.4% | +95.9% | +70.9% |
| 1Y | +176.6% | -40.7% | +217.3% | +204.1% |
| 3Y | +601.0% | -66.3% | +667.2% | +778.6% |
| 5Y | +509.1% | -63.2% | +572.4% | +620.1% |
| 10Y | +1,460.5% | +48.7% | +1,411.7% | +1,076.7% |
| All | +1,460.5% | +46.8% | +1,413.7% | +1,076.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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