+71,255.7%
SMTC vs CGNX
+12,871.6%
+58,384.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.5% |
| 7D | +13.1% | +3.2% | +9.9% | +11.8% |
| 30D | +19.5% | +6.0% | +13.5% | +17.5% |
| 3M | +2.2% | +3.5% | -1.3% | +2.2% |
| 6M | +94.9% | +26.3% | +68.6% | +82.2% |
| YTD | +127.0% | +79.2% | +47.7% | +80.0% |
| 1Y | +174.6% | +43.8% | +130.8% | +135.0% |
| 3Y | +615.9% | +52.0% | +564.0% | +493.6% |
| 5Y | +125.6% | -24.0% | +149.7% | +136.4% |
| 10Y | +540.5% | +189.1% | +351.4% | +318.6% |
| All | +71,255.7% | +12,871.6% | +58,384.1% | +16,869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling