+657.6%
STM vs CIEN
+1,400.2%
-742.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -3.0% |
| 7D | +5.2% | -5.3% | +10.5% | +6.9% |
| 30D | -7.4% | -17.2% | +9.9% | -1.4% |
| 3M | -30.6% | -26.9% | -3.8% | -22.8% |
| 6M | +66.4% | +16.0% | +50.4% | +52.9% |
| YTD | +101.1% | +45.9% | +55.2% | +66.6% |
| 1Y | +97.4% | +186.8% | -89.4% | +22.6% |
| 3Y | +21.1% | +607.8% | -586.6% | -52.8% |
| 5Y | +22.5% | +506.7% | -484.3% | -50.4% |
| 10Y | +657.6% | +1,438.7% | -781.1% | +128.5% |
| All | +657.6% | +1,400.2% | -742.6% | +128.5% |
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