+432.9%
SNXX vs CIEN
+33.8%
+399.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.1% | +22.3% | +21.6% |
| 7D | +34.9% | -15.2% | +50.1% | +73.1% |
| 30D | +52.5% | -21.5% | +74.0% | +120.9% |
| 3M | -41.3% | -40.1% | -1.3% | +52.7% |
| 6M | +293.8% | -6.6% | +300.3% | +369.9% |
| All | +432.9% | +33.8% | +399.1% | +251.8% |
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 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