+41.8%
SMH vs CGNX
+27.0%
+14.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | -1.3% |
| 7D | +0.3% | +3.2% | -2.9% | -1.9% |
| 30D | -2.8% | +6.0% | -8.8% | -7.0% |
| 3M | -6.7% | +3.5% | -10.3% | -9.7% |
| 6M | +41.8% | +26.3% | +15.5% | +18.4% |
| All | +41.8% | +27.0% | +14.8% | +18.4% |
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