+89.1%
SFM vs BBAI
-77.0%
+166.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.5% |
| 7D | -7.1% | -10.2% | +3.1% | -7.0% |
| 30D | -21.4% | 0.0% | -21.4% | -21.4% |
| 3M | -40.1% | -30.9% | -9.2% | -39.9% |
| 6M | -38.0% | -46.8% | +8.7% | -37.8% |
| YTD | -36.5% | -57.4% | +20.9% | -36.2% |
| 1Y | -35.2% | -62.0% | +26.9% | -34.9% |
| 3Y | +23.5% | +47.4% | -24.0% | +22.9% |
| 5Y | +109.7% | -77.0% | +186.7% | +103.0% |
| All | +89.1% | -77.0% | +166.1% | +78.6% |
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