+566.9%
SPMO vs CGNX
+292.5%
+274.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.5% |
| 7D | -0.9% | +3.2% | -4.1% | -1.8% |
| 30D | -1.9% | +6.0% | -7.9% | -3.5% |
| 3M | -1.4% | +3.5% | -4.9% | -2.5% |
| 6M | +25.5% | +26.3% | -0.8% | +17.9% |
| YTD | +24.8% | +79.2% | -54.4% | +4.8% |
| 1Y | +24.5% | +43.8% | -19.3% | +10.0% |
| 3Y | +157.1% | +52.0% | +105.2% | +114.6% |
| 5Y | +149.5% | -24.0% | +173.5% | +144.8% |
| 10Y | +518.1% | +189.1% | +329.0% | +370.0% |
| All | +566.9% | +292.5% | +274.4% | +397.3% |
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