+48.9%
CIEN vs STT
+53.6%
-4.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -10.8% |
| 7D | -25.0% | -0.1% | -25.0% | -25.0% |
| 30D | -30.1% | -1.7% | -28.5% | -29.3% |
| 3M | -33.8% | -6.4% | -27.4% | -31.0% |
| 6M | -49.4% | +17.7% | -67.1% | -53.9% |
| YTD | +16.4% | +36.9% | -20.5% | -7.9% |
| 1Y | +48.9% | +52.0% | -3.2% | +3.8% |
| All | +48.9% | +53.6% | -4.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling