+3,343.4%
STX vs CGNX
+193.6%
+3,149.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -5.5% |
| 7D | -2.3% | +3.2% | -5.4% | -3.7% |
| 30D | -5.5% | +6.0% | -11.5% | -7.6% |
| 3M | -4.3% | +3.5% | -7.8% | -5.4% |
| 6M | +115.6% | +26.3% | +89.3% | +96.8% |
| YTD | +202.2% | +79.2% | +122.9% | +133.3% |
| 1Y | +325.3% | +43.8% | +281.5% | +255.9% |
| 3Y | +1,283.9% | +52.0% | +1,232.0% | +973.8% |
| 5Y | +1,048.3% | -24.0% | +1,072.4% | +1,042.7% |
| All | +3,343.4% | +193.6% | +3,149.8% | +1,631.2% |
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