+385.1%
CGNX vs SFM
+108.9%
+276.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.1% |
| 7D | +3.2% | -7.2% | +10.4% | +4.5% |
| 30D | -3.7% | -14.3% | +10.6% | -1.4% |
| 3M | +1.0% | -13.7% | +14.8% | +3.0% |
| 6M | +22.1% | -6.0% | +28.1% | +21.6% |
| YTD | +72.7% | -8.2% | +80.9% | +72.4% |
| 1Y | +40.4% | -46.2% | +86.6% | +53.2% |
| 3Y | +45.2% | +83.6% | -38.3% | +23.7% |
| 5Y | -26.7% | +212.7% | -239.4% | -44.5% |
| 10Y | +178.5% | +273.0% | -94.5% | +92.2% |
| All | +385.1% | +108.9% | +276.2% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling