-18.9%
SGI vs BBAI
-40.5%
+21.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +8.5% | -4.3% | +12.8% | +8.9% |
| 30D | +0.7% | -3.6% | +4.3% | +0.9% |
| 3M | +0.6% | -38.8% | +39.4% | +3.8% |
| 6M | -17.9% | -23.8% | +5.8% | -17.1% |
| YTD | -21.2% | -45.9% | +24.7% | -20.4% |
| 1Y | -18.9% | -40.8% | +21.9% | -17.5% |
| All | -18.9% | -40.5% | +21.7% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling