+500.2%
SITM vs BBAI
-71.3%
+571.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.8% | +5.5% |
| 7D | +3.9% | -1.7% | +5.6% | +3.9% |
| 30D | -6.6% | -12.0% | +5.4% | -6.0% |
| 3M | -11.9% | -30.7% | +18.8% | -10.4% |
| 6M | +81.1% | -30.7% | +111.8% | +83.8% |
| YTD | +80.0% | -46.9% | +126.8% | +84.1% |
| 1Y | +145.8% | -41.1% | +186.9% | +149.6% |
| 3Y | +475.9% | +65.9% | +410.0% | +460.6% |
| 5Y | +189.2% | -70.9% | +260.1% | +211.5% |
| All | +500.2% | -71.3% | +571.5% | +548.8% |
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