+24.9%
SMH vs CGNX
+19.2%
+5.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -10.5% | -0.7% | -7.4% |
| 7D | -20.3% | -19.5% | -0.8% | -13.8% |
| 30D | -29.2% | -28.4% | -0.8% | -20.6% |
| 3M | -21.4% | -32.7% | +11.3% | -10.5% |
| 6M | -14.3% | -19.0% | +4.7% | -6.3% |
| YTD | +24.3% | +32.6% | -8.2% | +20.5% |
| 1Y | +24.9% | +18.0% | +6.9% | +27.1% |
| All | +24.9% | +19.2% | +5.8% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling