+1,253.2%
SMH vs CIEN
-31.7%
+1,284.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +2.5% | -15.2% | +17.7% | +7.6% |
| 30D | -0.5% | -21.5% | +21.0% | +6.6% |
| 3M | -9.6% | -40.1% | +30.4% | +4.9% |
| 6M | +42.1% | -6.6% | +48.6% | +40.8% |
| YTD | +57.4% | +37.3% | +20.2% | +37.1% |
| 1Y | +96.2% | +174.5% | -78.3% | +36.8% |
| 3Y | +267.9% | +562.3% | -294.3% | +88.8% |
| 5Y | +327.7% | +463.9% | -136.3% | +126.9% |
| 10Y | +1,764.6% | +1,302.4% | +462.3% | +616.0% |
| All | +1,253.2% | -31.7% | +1,284.9% | +513.8% |
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