+33.5%
CGNX vs SFM
-35.8%
+69.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.3% | -8.5% |
| 7D | -9.2% | -12.3% | +3.1% | -9.2% |
| 30D | -17.6% | -16.2% | -1.4% | -17.7% |
| 3M | -25.7% | -36.8% | +11.1% | -25.3% |
| 6M | -5.5% | -32.6% | +27.1% | -6.0% |
| YTD | +48.1% | -31.7% | +79.8% | +39.0% |
| 1Y | +33.5% | -35.0% | +68.5% | +26.2% |
| All | +33.5% | -35.8% | +69.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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