+146.9%
SMTC vs CGNX
+42.4%
+104.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +8.0% |
| 7D | +12.7% | +3.0% | +9.8% | +11.2% |
| 30D | +22.0% | -11.8% | +33.8% | +29.5% |
| 3M | -12.7% | -3.6% | -9.1% | -9.9% |
| 6M | +64.8% | +17.4% | +47.4% | +61.4% |
| YTD | +100.7% | +73.7% | +26.9% | +72.6% |
| 1Y | +146.9% | +41.5% | +105.4% | +136.1% |
| All | +146.9% | +42.4% | +104.5% | +136.1% |
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