+334.8%
SAN vs BBAI
-77.0%
+411.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | +3.4% | -10.2% | +13.6% | +3.6% |
| 30D | -6.3% | 0.0% | -6.3% | -6.3% |
| 3M | -14.1% | -30.9% | +16.8% | -13.5% |
| 6M | +4.2% | -46.8% | +50.9% | +5.4% |
| YTD | +9.0% | -57.4% | +66.4% | +10.6% |
| 1Y | +18.8% | -62.0% | +80.8% | +20.6% |
| 3Y | +252.0% | +47.4% | +204.6% | +245.3% |
| 5Y | +299.5% | -77.0% | +376.4% | +284.1% |
| All | +334.8% | -77.0% | +411.8% | +320.5% |
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