+66.7%
SNXX vs CIEN
+13.5%
+53.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -9.3% | -6.5% | -1.9% |
| 7D | -47.8% | -25.0% | -22.7% | -16.8% |
| 30D | -66.0% | -30.1% | -35.9% | -42.5% |
| 3M | -57.5% | -33.8% | -23.7% | -25.4% |
| 6M | -66.7% | -49.4% | -17.3% | -0.8% |
| All | +66.7% | +13.5% | +53.2% | +32.0% |
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