+123.8%
STX vs CIEN
+49.1%
+74.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.3% | +1.1% | -3.2% |
| 7D | -20.2% | -25.0% | +4.9% | -7.0% |
| 30D | -37.2% | -30.1% | -7.1% | -25.6% |
| 3M | -34.1% | -33.8% | -0.3% | -20.7% |
| 6M | -24.5% | -49.4% | +25.0% | +3.2% |
| YTD | +102.9% | +16.4% | +86.5% | +55.1% |
| 1Y | +123.8% | +48.9% | +74.9% | +34.4% |
| All | +123.8% | +49.1% | +74.6% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling