+16,011.1%
STX vs CIEN
+781.9%
+15,229.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +6.0% |
| 7D | +2.4% | -15.2% | +17.5% | +7.6% |
| 30D | +1.4% | -21.5% | +22.9% | +9.2% |
| 3M | -8.2% | -40.1% | +31.9% | +7.9% |
| 6M | +127.0% | -6.6% | +133.6% | +130.1% |
| YTD | +209.1% | +37.3% | +171.9% | +178.5% |
| 1Y | +365.4% | +174.5% | +190.9% | +242.7% |
| 3Y | +1,135.4% | +562.3% | +573.1% | +572.8% |
| 5Y | +991.5% | +463.9% | +527.6% | +511.6% |
| 10Y | +3,695.8% | +1,302.4% | +2,393.5% | +1,455.1% |
| All | +16,011.1% | +781.9% | +15,229.2% | +5,001.0% |
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 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