+48.9%
CIEN vs SUI
+1.6%
+47.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.2% | -14.4% | -4.6% |
| 7D | -25.0% | +10.0% | -35.1% | -17.9% |
| 30D | -30.1% | +8.4% | -38.5% | -24.3% |
| 3M | -33.8% | +0.7% | -34.4% | -30.8% |
| 6M | -49.4% | -0.9% | -48.5% | -46.8% |
| YTD | +16.4% | +0.6% | +15.8% | +22.7% |
| 1Y | +48.9% | +0.8% | +48.1% | +54.0% |
| All | +48.9% | +1.6% | +47.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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