+1,817.6%
SMH vs CIEN
+1,531.8%
+285.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.3% |
| 7D | +0.3% | +8.9% | -8.6% | -3.1% |
| 30D | -2.8% | -19.1% | +16.3% | +4.9% |
| 3M | -6.7% | -21.5% | +14.8% | +1.1% |
| 6M | +41.8% | +2.8% | +38.9% | +34.7% |
| YTD | +57.9% | +49.5% | +8.4% | +26.5% |
| 1Y | +87.6% | +163.8% | -76.2% | +18.1% |
| 3Y | +282.9% | +615.8% | -332.9% | +50.3% |
| 5Y | +330.4% | +548.4% | -218.0% | +71.9% |
| All | +1,817.6% | +1,531.8% | +285.8% | +477.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling