+158.9%
SN vs CGNX
+31.4%
+127.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.7% | +12.8% | +5.6% |
| 7D | +10.6% | -9.2% | +19.8% | +12.3% |
| 30D | +20.0% | -17.6% | +37.6% | +23.8% |
| 3M | +30.4% | -25.7% | +56.1% | +37.0% |
| 6M | +91.0% | -5.5% | +96.5% | +88.8% |
| YTD | +95.9% | +48.1% | +47.8% | +76.5% |
| 1Y | +158.9% | +33.5% | +125.4% | +144.7% |
| All | +158.9% | +31.4% | +127.4% | +144.7% |
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