+51.5%
SGI vs BBAI
-71.3%
+122.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.8% |
| 7D | +0.6% | -4.1% | +4.7% | +0.7% |
| 30D | +5.5% | -12.4% | +17.9% | +5.8% |
| 3M | -3.6% | -29.1% | +25.5% | -2.9% |
| 6M | -15.0% | -32.6% | +17.6% | -14.4% |
| YTD | -23.0% | -47.6% | +24.6% | -22.2% |
| 1Y | -18.4% | -41.0% | +22.6% | -18.0% |
| 3Y | +57.8% | +67.5% | -9.7% | +53.9% |
| 5Y | +51.5% | -71.3% | +122.7% | +42.2% |
| All | +51.5% | -71.3% | +122.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling