-24.5%
CGNX vs SBAC
-43.5%
+19.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.5% |
| 7D | +3.2% | -2.1% | +5.3% | +3.8% |
| 30D | +6.0% | +2.0% | +4.0% | +5.3% |
| 3M | +3.5% | -8.3% | +11.8% | +5.7% |
| 6M | +26.3% | +0.3% | +26.0% | +23.4% |
| YTD | +79.2% | -2.2% | +81.5% | +77.2% |
| 1Y | +43.8% | -4.6% | +48.4% | +43.1% |
| 3Y | +52.0% | -8.3% | +60.2% | +46.6% |
| All | -24.5% | -43.5% | +19.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling