+334.8%
SMH vs CIEN
+508.9%
-174.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +4.3% | -4.6% | +8.9% | +5.9% |
| 30D | +0.9% | -12.8% | +13.7% | +5.6% |
| 3M | -2.8% | -23.1% | +20.2% | +6.6% |
| 6M | +45.6% | +6.1% | +39.5% | +35.7% |
| YTD | +59.5% | +44.5% | +14.9% | +27.3% |
| 1Y | +93.4% | +176.6% | -83.2% | +14.0% |
| 3Y | +287.1% | +601.0% | -313.9% | +35.5% |
| All | +334.8% | +508.9% | -174.1% | +63.5% |
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 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