+86.4%
SGI vs BBAI
-71.8%
+158.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.1% |
| 7D | -4.9% | -5.4% | +0.5% | -4.8% |
| 30D | +1.6% | -15.3% | +16.9% | +2.0% |
| 3M | -3.2% | -29.9% | +26.7% | -2.4% |
| 6M | -16.0% | -30.7% | +14.7% | -15.5% |
| YTD | -25.4% | -47.8% | +22.4% | -24.6% |
| 1Y | -21.6% | -40.4% | +18.8% | -21.2% |
| 3Y | +52.9% | +66.9% | -14.0% | +49.2% |
| 5Y | +47.5% | -71.4% | +118.9% | +40.7% |
| All | +86.4% | -71.8% | +158.2% | +78.8% |
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