+3,487.3%
SIMO vs CGNX
+1,093.3%
+2,394.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | +12.5% | +1.5% | +11.1% | +12.0% |
| 30D | +18.4% | -1.8% | +20.2% | +19.5% |
| 3M | +5.6% | +5.3% | +0.3% | +4.7% |
| 6M | +116.9% | +22.3% | +94.6% | +103.0% |
| YTD | +188.4% | +72.2% | +116.2% | +128.7% |
| 1Y | +221.3% | +39.8% | +181.4% | +174.8% |
| 3Y | +438.6% | +44.8% | +393.7% | +333.4% |
| 5Y | +287.9% | -27.0% | +314.9% | +287.5% |
| 10Y | +549.0% | +177.7% | +371.3% | +235.4% |
| All | +3,487.3% | +1,093.3% | +2,394.0% | +656.4% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling