+980.0%
SMCI vs CGNX
-25.4%
+1,005.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +5.2% |
| 7D | +1.3% | +3.2% | -1.9% | -0.2% |
| 30D | +6.6% | +6.0% | +0.6% | +3.6% |
| 3M | +25.4% | +3.5% | +21.9% | +22.8% |
| 6M | +26.1% | +26.3% | -0.2% | +15.1% |
| YTD | +37.0% | +79.2% | -42.2% | +0.7% |
| 1Y | -8.8% | +43.8% | -52.6% | -25.4% |
| 3Y | +44.6% | +52.0% | -7.4% | +8.3% |
| All | +980.0% | -25.4% | +1,005.4% | +901.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling