+1,850.5%
CIEN vs STLA
+178.7%
+1,671.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.8% |
| 7D | -9.3% | -4.9% | -4.4% | -8.3% |
| 30D | -39.5% | -4.9% | -34.6% | -39.0% |
| 3M | -29.8% | -23.7% | -6.2% | -26.0% |
| 6M | -50.4% | -45.0% | -5.4% | -43.9% |
| YTD | +16.3% | -60.9% | +77.2% | +39.3% |
| 1Y | +30.4% | -58.9% | +89.2% | +53.7% |
| 3Y | +516.6% | -74.4% | +591.0% | +687.3% |
| 5Y | +349.8% | -71.5% | +421.3% | +449.2% |
| 10Y | +1,184.7% | +5.3% | +1,179.4% | +1,065.7% |
| All | +1,850.5% | +178.7% | +1,671.8% | +1,593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling