+102.7%
SFM vs BBAI
-76.8%
+179.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -1.4% |
| 7D | -6.9% | -8.3% | +1.4% | -6.8% |
| 30D | -25.0% | -2.9% | -22.0% | -25.0% |
| 3M | -42.7% | -28.2% | -14.6% | -42.6% |
| 6M | -41.0% | -44.5% | +3.5% | -40.8% |
| YTD | -38.7% | -57.0% | +18.4% | -38.4% |
| 1Y | -38.1% | -59.4% | +21.2% | -37.8% |
| 3Y | +19.3% | +48.7% | -29.4% | +18.8% |
| All | +102.7% | -76.8% | +179.4% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling