+530.1%
SMTC vs CGNX
+193.6%
+336.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +2.7% |
| 7D | +13.1% | +3.2% | +9.9% | +11.1% |
| 30D | +19.5% | +6.0% | +13.5% | +16.4% |
| 3M | +2.2% | +3.5% | -1.3% | +1.8% |
| 6M | +94.9% | +26.3% | +68.6% | +75.3% |
| YTD | +127.0% | +79.2% | +47.7% | +57.4% |
| 1Y | +174.6% | +43.8% | +130.8% | +114.0% |
| 3Y | +615.9% | +52.0% | +564.0% | +413.6% |
| 5Y | +125.6% | -24.0% | +149.7% | +133.7% |
| All | +530.1% | +193.6% | +336.5% | +233.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling