+315.6%
SITM vs BBAI
+24.0%
+291.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.7% | +2.2% | -4.1% |
| 7D | +6.6% | -14.0% | +20.6% | +9.6% |
| 30D | -15.3% | -12.4% | -2.9% | -13.3% |
| 3M | -35.4% | -42.8% | +7.4% | -28.7% |
| 6M | -46.8% | -54.6% | +7.9% | -39.1% |
| YTD | +25.9% | -64.6% | +90.5% | +46.8% |
| 1Y | +54.0% | -69.9% | +123.9% | +83.3% |
| 3Y | +315.6% | +7.3% | +308.3% | +224.9% |
| All | +315.6% | +24.0% | +291.5% | +224.9% |
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