+4,921.3%
SOXL vs CIEN
+1,531.8%
+3,389.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.8% | -0.3% |
| 7D | +3.9% | +8.9% | -5.0% | -6.5% |
| 30D | -14.3% | -19.1% | +4.8% | +10.2% |
| 3M | -45.6% | -21.5% | -24.1% | -20.6% |
| 6M | +117.2% | +2.8% | +114.4% | +135.1% |
| YTD | +189.8% | +49.5% | +140.4% | +91.4% |
| 1Y | +317.7% | +163.8% | +153.9% | +40.9% |
| 3Y | +478.6% | +615.8% | -137.2% | -41.9% |
| 5Y | +169.5% | +548.4% | -378.9% | -63.8% |
| All | +4,921.3% | +1,531.8% | +3,389.4% | +291.7% |
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