+59.8%
SAP vs BBAI
+79.1%
-19.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.9% | -4.3% | +1.4% | -2.6% |
| 30D | +9.0% | -3.6% | +12.6% | +9.2% |
| 3M | +14.9% | -38.8% | +53.7% | +18.3% |
| 6M | +11.9% | -23.8% | +35.7% | +13.3% |
| YTD | -9.9% | -45.9% | +36.0% | -7.2% |
| 1Y | -19.5% | -40.8% | +21.2% | -18.3% |
| All | +59.8% | +79.1% | -19.4% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling