-70.8%
BBAI vs SPY
+103.3%
-174.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.6% |
| 7D | -1.7% | -0.8% | -0.9% | -0.6% |
| 30D | -12.0% | -1.1% | -10.9% | -10.5% |
| 3M | -30.7% | +3.9% | -34.5% | -33.6% |
| 6M | -30.7% | +13.6% | -44.3% | -40.1% |
| YTD | -46.9% | +12.7% | -59.5% | -53.3% |
| 1Y | -41.1% | +17.5% | -58.6% | -50.1% |
| 3Y | +65.9% | +76.9% | -11.0% | +8.0% |
| 5Y | -70.9% | +83.6% | -154.4% | -81.6% |
| All | -70.8% | +103.3% | -174.1% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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