+4,789.7%
SITM vs CGNX
+36.3%
+4,753.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +2.5% |
| 7D | +3.9% | +3.2% | +0.7% | +1.5% |
| 30D | -6.6% | +6.0% | -12.6% | -10.0% |
| 3M | -11.9% | +3.5% | -15.4% | -13.8% |
| 6M | +81.1% | +26.3% | +54.8% | +57.0% |
| YTD | +80.0% | +79.2% | +0.7% | +8.8% |
| 1Y | +145.8% | +43.8% | +102.0% | +74.7% |
| 3Y | +475.9% | +52.0% | +423.9% | +272.2% |
| 5Y | +189.2% | -24.0% | +213.3% | +220.2% |
| All | +4,789.7% | +36.3% | +4,753.4% | +3,424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling