+1,537.1%
SOXX vs CIEN
+1,531.8%
+5.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | 0.0% |
| 7D | +1.4% | +8.9% | -7.5% | -2.2% |
| 30D | -3.6% | -19.1% | +15.5% | +4.6% |
| 3M | -10.2% | -21.5% | +11.3% | -1.7% |
| 6M | +54.2% | +2.8% | +51.4% | +48.0% |
| YTD | +75.2% | +49.5% | +25.8% | +41.2% |
| 1Y | +107.5% | +163.8% | -56.3% | +30.6% |
| 3Y | +226.8% | +615.8% | -389.1% | +26.0% |
| 5Y | +251.2% | +548.4% | -297.2% | +38.0% |
| All | +1,537.1% | +1,531.8% | +5.3% | +377.5% |
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 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