+378.7%
SAN vs BBAI
-71.3%
+450.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -0.5% | -4.1% | +3.6% | -0.4% |
| 30D | -0.1% | -12.4% | +12.3% | +0.2% |
| 3M | +19.6% | -29.1% | +48.7% | +20.5% |
| 6M | +32.7% | -32.6% | +65.3% | +33.6% |
| YTD | +26.7% | -47.6% | +74.3% | +28.0% |
| 1Y | +51.6% | -41.0% | +92.7% | +52.5% |
| 3Y | +348.7% | +67.5% | +281.3% | +338.5% |
| 5Y | +378.7% | -71.3% | +450.0% | +345.6% |
| All | +378.7% | -71.3% | +450.0% | +345.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling