+20.2%
SGOV vs CIEN
+544.2%
-524.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | 0.0% |
| 7D | 0.0% | +8.9% | -8.8% | +0.1% |
| 30D | +0.3% | -19.1% | +19.4% | +0.3% |
| 3M | +0.9% | -21.5% | +22.4% | +0.9% |
| 6M | +1.8% | +2.8% | -1.0% | +1.8% |
| YTD | +2.5% | +49.5% | -46.9% | +2.5% |
| 1Y | +3.8% | +163.8% | -160.0% | +3.8% |
| 3Y | +14.4% | +615.8% | -601.5% | +14.4% |
| All | +20.2% | +544.2% | -524.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 5y: compounded portfolio wealth divided by compounded CIEN 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…
5y analysis · Full analysis span regression · 6 months rolling