+459.4%
STM vs CIEN
+1,229.3%
-769.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | 0.0% |
| 7D | +1.4% | +8.7% | -7.3% | -1.9% |
| 30D | -8.4% | -26.9% | +18.5% | +2.8% |
| 3M | -15.8% | -23.6% | +7.8% | -8.9% |
| 6M | -22.8% | -49.1% | +26.3% | -2.9% |
| YTD | +79.4% | +26.6% | +52.8% | +54.4% |
| 1Y | +97.0% | +42.7% | +54.3% | +59.6% |
| 3Y | +14.2% | +570.8% | -556.6% | -55.8% |
| 5Y | -4.5% | +386.4% | -390.9% | -58.7% |
| All | +459.4% | +1,229.3% | -769.9% | +70.6% |
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