-52.3%
SE vs BBAI
-70.8%
+18.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -6.1% | -4.3% | -1.8% | -5.9% |
| 30D | -2.5% | -3.6% | +1.2% | -2.3% |
| 3M | +21.7% | -38.8% | +60.5% | +23.9% |
| 6M | +27.0% | -23.8% | +50.8% | +28.0% |
| YTD | -12.1% | -45.9% | +33.8% | -10.5% |
| 1Y | -40.9% | -40.8% | -0.1% | -40.2% |
| 3Y | +191.0% | +69.8% | +121.2% | +177.0% |
| 5Y | -68.3% | -70.3% | +2.0% | -68.0% |
| All | -52.3% | -70.8% | +18.5% | -52.5% |
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