+226.8%
SFM vs BBAI
-70.3%
+297.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -5.8% | -1.0% | -4.8% | -5.8% |
| 30D | -11.4% | -10.7% | -0.7% | -11.3% |
| 3M | -12.2% | -32.3% | +20.1% | -12.0% |
| 6M | -5.2% | -31.3% | +26.1% | -5.0% |
| YTD | -4.5% | -45.9% | +41.5% | -4.2% |
| 1Y | -45.4% | -40.0% | -5.3% | -45.3% |
| 3Y | +91.1% | +72.8% | +18.3% | +89.9% |
| 5Y | +226.8% | -70.4% | +297.1% | +205.5% |
| All | +226.8% | -70.3% | +297.1% | +205.5% |
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 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