+3,621.5%
STX vs CIEN
+1,418.4%
+2,203.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.6% |
| 7D | +9.6% | -4.6% | +14.1% | +11.5% |
| 30D | +10.6% | -12.8% | +23.4% | +16.8% |
| 3M | +4.8% | -23.1% | +27.9% | +16.7% |
| 6M | +137.3% | +6.1% | +131.1% | +129.6% |
| YTD | +222.5% | +44.5% | +178.0% | +175.5% |
| 1Y | +366.2% | +176.6% | +189.6% | +216.4% |
| 3Y | +1,352.9% | +601.0% | +751.9% | +565.3% |
| 5Y | +1,077.4% | +509.1% | +568.3% | +452.6% |
| 10Y | +3,621.5% | +1,460.5% | +2,161.0% | +1,214.0% |
| All | +3,621.5% | +1,418.4% | +2,203.1% | +1,214.0% |
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