-18.4%
SGI vs BBAI
-42.0%
+23.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.7% |
| 7D | +0.6% | -4.1% | +4.7% | +0.9% |
| 30D | +5.5% | -12.4% | +17.9% | +6.6% |
| 3M | -3.6% | -29.1% | +25.5% | -1.5% |
| 6M | -15.0% | -32.6% | +17.6% | -13.8% |
| YTD | -23.0% | -47.6% | +24.6% | -22.1% |
| 1Y | -18.4% | -41.0% | +22.6% | -16.5% |
| All | -18.4% | -42.0% | +23.6% | -16.5% |
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