+1,967.8%
STX vs CIEN
+1,190.2%
+777.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -17.3% | -9.3% | -8.0% | -13.5% |
| 30D | -35.9% | -39.5% | +3.6% | -21.4% |
| 3M | -37.3% | -29.8% | -7.5% | -29.0% |
| 6M | -35.8% | -50.4% | +14.5% | -17.1% |
| YTD | +82.7% | +16.3% | +66.4% | +67.6% |
| 1Y | +71.6% | +30.4% | +41.3% | +50.8% |
| 3Y | +635.3% | +516.6% | +118.7% | +252.0% |
| 5Y | +483.8% | +349.8% | +134.0% | +203.8% |
| 10Y | +1,967.8% | +1,184.7% | +783.1% | +723.6% |
| All | +1,967.8% | +1,190.2% | +777.6% | +723.6% |
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