+100.5%
SIMO vs CGNX
+31.4%
+69.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.7% | -0.9% | -5.2% |
| 7D | -16.9% | -9.2% | -7.7% | -12.4% |
| 30D | -35.4% | -17.6% | -17.8% | -28.8% |
| 3M | -31.9% | -25.7% | -6.2% | -21.7% |
| 6M | -19.3% | -5.5% | -13.8% | -11.6% |
| YTD | +98.5% | +48.1% | +50.4% | +91.8% |
| 1Y | +100.5% | +33.5% | +67.0% | +112.2% |
| All | +100.5% | +31.4% | +69.1% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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