+422.5%
STM vs CIEN
+1,252.1%
-829.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.7% | -3.9% | +2.5% |
| 7D | -5.6% | -5.3% | -0.3% | -3.5% |
| 30D | -14.4% | -40.1% | +25.7% | +3.7% |
| 3M | -20.5% | -34.7% | +14.2% | -8.4% |
| 6M | -24.5% | -50.9% | +26.4% | -3.6% |
| YTD | +72.7% | +15.2% | +57.5% | +54.5% |
| 1Y | +91.0% | +35.2% | +55.9% | +58.3% |
| 3Y | +13.5% | +522.6% | -509.1% | -54.7% |
| 5Y | -9.2% | +344.2% | -353.4% | -59.2% |
| 10Y | +422.5% | +1,188.7% | -766.1% | +65.3% |
| All | +422.5% | +1,252.1% | -829.5% | +65.3% |
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