+1,500.5%
CIEN vs SYY
+116.5%
+1,384.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.1% |
| 7D | +8.9% | +3.9% | +4.9% | +7.6% |
| 30D | -19.1% | -1.7% | -17.3% | -18.7% |
| 3M | -21.5% | +5.2% | -26.7% | -23.1% |
| 6M | +2.8% | -0.2% | +3.0% | +2.3% |
| YTD | +49.5% | +15.4% | +34.1% | +42.1% |
| 1Y | +163.8% | +5.6% | +158.2% | +156.9% |
| 3Y | +615.8% | +28.9% | +587.0% | +544.6% |
| 5Y | +548.4% | +24.1% | +524.3% | +493.0% |
| All | +1,500.5% | +116.5% | +1,384.0% | +1,012.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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