+204.4%
SFM vs BBAI
-70.8%
+275.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +2.9% |
| 7D | -0.1% | -4.3% | +4.2% | 0.0% |
| 30D | -4.4% | -3.6% | -0.7% | -4.4% |
| 3M | +1.5% | -38.8% | +40.3% | +1.9% |
| 6M | +6.5% | -23.8% | +30.2% | +6.6% |
| YTD | +2.2% | -45.9% | +48.1% | +2.5% |
| 1Y | -41.9% | -40.8% | -1.1% | -41.8% |
| 3Y | +106.8% | +69.8% | +37.0% | +105.4% |
| 5Y | +231.6% | -70.3% | +301.9% | +214.9% |
| All | +204.4% | -70.8% | +275.2% | +187.2% |
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