-37.6%
SMCI vs CIEN
+49.1%
-86.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.3% | +3.6% | -1.1% |
| 7D | -17.3% | -25.0% | +7.7% | -5.0% |
| 30D | -31.5% | -30.1% | -1.3% | -19.1% |
| 3M | -6.6% | -33.8% | +27.2% | +12.1% |
| 6M | +6.0% | -49.4% | +55.5% | +40.6% |
| YTD | +1.1% | +16.4% | -15.3% | +7.4% |
| 1Y | -37.6% | +48.9% | -86.4% | -37.0% |
| All | -37.6% | +49.1% | -86.7% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling