+334.1%
SAN vs BBAI
-75.5%
+409.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +10.4% | -4.2% | +5.9% |
| 7D | +8.7% | -5.0% | +13.8% | +8.8% |
| 30D | -6.5% | +2.5% | -9.0% | -6.6% |
| 3M | -14.2% | -25.1% | +10.9% | -13.7% |
| 6M | +2.7% | -41.4% | +44.1% | +3.7% |
| YTD | +8.9% | -54.6% | +63.5% | +10.3% |
| 1Y | +23.4% | -56.9% | +80.2% | +24.9% |
| 3Y | +257.9% | +59.1% | +198.9% | +250.6% |
| 5Y | +297.8% | -75.4% | +373.2% | +281.9% |
| All | +334.1% | -75.5% | +409.6% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling