+43.8%
CGNX vs SFM
-46.0%
+89.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.0% |
| 7D | +3.2% | -10.6% | +13.8% | +5.3% |
| 30D | +6.0% | -15.5% | +21.5% | +9.2% |
| 3M | +3.5% | -17.4% | +21.0% | +6.8% |
| 6M | +26.3% | -3.4% | +29.7% | +22.6% |
| YTD | +79.2% | -8.7% | +87.9% | +74.8% |
| 1Y | +43.8% | -47.2% | +91.0% | +65.6% |
| All | +43.8% | -46.0% | +89.8% | +65.6% |
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