+77.4%
SAP vs BBAI
-70.8%
+148.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | -1.0% | +0.8% | -0.2% |
| 30D | +2.6% | -10.7% | +13.3% | +2.8% |
| 3M | +16.3% | -32.3% | +48.5% | +17.2% |
| 6M | +6.4% | -31.3% | +37.7% | +7.1% |
| YTD | -11.4% | -45.9% | +34.5% | -10.5% |
| 1Y | -20.4% | -40.0% | +19.6% | -20.0% |
| 3Y | +56.5% | +72.8% | -16.3% | +52.2% |
| 5Y | +56.8% | -70.4% | +127.1% | +48.2% |
| All | +77.4% | -70.8% | +148.2% | +68.0% |
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