+325.4%
SAN vs BBAI
-80.9%
+406.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.7% | +8.4% | +0.8% |
| 7D | +4.0% | -14.0% | +18.0% | +4.4% |
| 30D | -7.8% | -12.4% | +4.6% | -7.6% |
| 3M | -16.4% | -42.8% | +26.5% | -15.4% |
| 6M | +3.5% | -54.6% | +58.2% | +5.2% |
| YTD | +6.7% | -64.6% | +71.3% | +8.7% |
| 1Y | +14.5% | -69.9% | +84.4% | +16.9% |
| 3Y | +243.5% | +7.3% | +236.2% | +238.8% |
| 5Y | +296.2% | -80.8% | +377.0% | +282.6% |
| All | +325.4% | -80.9% | +406.3% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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