+4,495.9%
SMCI vs CIEN
+1,104.3%
+3,391.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | -0.5% |
| 7D | +9.7% | -5.3% | +15.0% | +11.3% |
| 30D | +29.3% | -17.2% | +46.6% | +37.5% |
| 3M | -8.5% | -26.9% | +18.4% | +1.8% |
| 6M | +28.6% | +16.0% | +12.6% | +22.7% |
| YTD | +37.5% | +45.9% | -8.4% | +19.6% |
| 1Y | +0.5% | +186.8% | -186.2% | -30.8% |
| 3Y | +43.4% | +607.8% | -564.3% | -26.6% |
| 5Y | +1,008.2% | +506.7% | +501.4% | +481.0% |
| 10Y | +1,776.0% | +1,438.7% | +337.3% | +609.0% |
| All | +4,495.9% | +1,104.3% | +3,391.6% | +978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling