+168.4%
SITM vs BBAI
-71.3%
+239.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | +3.7% | -4.1% | +7.8% | +3.9% |
| 30D | -14.5% | -12.4% | -2.1% | -14.0% |
| 3M | -10.6% | -29.1% | +18.5% | -9.1% |
| 6M | +65.5% | -32.6% | +98.2% | +68.2% |
| YTD | +67.0% | -47.6% | +114.6% | +70.9% |
| 1Y | +138.6% | -41.0% | +179.6% | +142.3% |
| 3Y | +421.8% | +67.5% | +354.4% | +408.1% |
| All | +168.4% | -71.3% | +239.7% | +179.8% |
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 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