+596.0%
SIMO vs CGNX
+193.6%
+402.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +5.8% |
| 7D | +11.0% | +3.2% | +7.9% | +9.9% |
| 30D | +17.9% | +6.0% | +11.9% | +15.9% |
| 3M | +3.9% | +3.5% | +0.4% | +3.6% |
| 6M | +131.0% | +26.3% | +104.7% | +116.1% |
| YTD | +209.3% | +79.2% | +130.1% | +150.4% |
| 1Y | +223.8% | +43.8% | +180.0% | +181.6% |
| 3Y | +479.2% | +52.0% | +427.3% | +373.7% |
| 5Y | +316.0% | -24.0% | +340.1% | +317.5% |
| All | +596.0% | +193.6% | +402.4% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling