+129.2%
SIMO vs CGNX
+26.7%
+102.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | +14.5% | +3.2% | +11.3% | +11.4% |
| 30D | +20.4% | -3.7% | +24.2% | +24.6% |
| 3M | +7.1% | +1.0% | +6.1% | +7.8% |
| 6M | +129.2% | +22.1% | +107.2% | +121.3% |
| All | +129.2% | +26.7% | +102.5% | +121.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling