+646.3%
STM vs CIEN
+177.9%
+468.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +5.8% | -15.2% | +21.0% | +10.4% |
| 30D | -1.0% | -21.5% | +20.5% | +5.2% |
| 3M | -33.3% | -40.1% | +6.8% | -23.7% |
| 6M | +57.4% | -6.6% | +63.9% | +57.3% |
| YTD | +102.2% | +37.3% | +64.9% | +80.6% |
| 1Y | +99.6% | +174.5% | -74.9% | +45.5% |
| 3Y | +14.5% | +562.3% | -547.7% | -37.3% |
| 5Y | +21.4% | +463.9% | -442.6% | -31.4% |
| 10Y | +695.0% | +1,302.4% | -607.4% | +241.0% |
| All | +646.3% | +177.9% | +468.4% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling