+445.6%
SITM vs BBAI
+62.1%
+383.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +4.8% | -5.4% | +10.2% | +5.8% |
| 30D | -9.7% | -15.3% | +5.6% | -7.1% |
| 3M | -9.3% | -29.9% | +20.5% | -3.6% |
| 6M | +69.5% | -30.7% | +100.2% | +78.8% |
| YTD | +70.5% | -47.8% | +118.3% | +85.7% |
| 1Y | +145.3% | -40.4% | +185.6% | +156.0% |
| All | +445.6% | +62.1% | +383.6% | +271.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling