+7,292.8%
STT vs CGNX
+12,871.6%
-5,578.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.2% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | +1.7% | +6.0% | -4.3% | +0.3% |
| 3M | +17.9% | +3.5% | +14.4% | +16.3% |
| 6M | +55.3% | +26.3% | +29.0% | +46.0% |
| YTD | +52.7% | +79.2% | -26.6% | +30.3% |
| 1Y | +75.7% | +43.8% | +31.9% | +56.4% |
| 3Y | +197.9% | +52.0% | +146.0% | +154.6% |
| 5Y | +158.8% | -24.0% | +182.8% | +152.4% |
| 10Y | +269.3% | +189.1% | +80.2% | +166.1% |
| All | +7,292.8% | +12,871.6% | -5,578.9% | +2,278.8% |
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