+76.2%
SGI vs BBAI
-77.0%
+153.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -10.5% | -10.2% | -0.3% | -10.3% |
| 30D | +0.1% | 0.0% | +0.1% | +0.1% |
| 3M | -4.0% | -30.9% | +27.0% | -3.2% |
| 6M | -5.6% | -46.8% | +41.1% | -4.4% |
| YTD | -29.5% | -57.4% | +27.9% | -28.4% |
| 1Y | -31.5% | -62.0% | +30.5% | -30.4% |
| 3Y | +71.6% | +47.4% | +24.2% | +68.2% |
| 5Y | +50.5% | -77.0% | +127.5% | +42.9% |
| All | +76.2% | -77.0% | +153.2% | +69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling