+465.5%
SITM vs BBAI
-70.8%
+536.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +8.4% | -1.0% | +9.4% | +8.4% |
| 30D | -17.4% | -10.7% | -6.7% | -17.0% |
| 3M | -9.8% | -32.3% | +22.4% | -8.2% |
| 6M | +83.0% | -31.3% | +114.3% | +85.7% |
| YTD | +69.6% | -45.9% | +115.5% | +73.3% |
| 1Y | +144.9% | -40.0% | +184.9% | +148.4% |
| 3Y | +429.9% | +72.8% | +357.1% | +415.3% |
| 5Y | +169.2% | -70.4% | +239.5% | +189.7% |
| All | +465.5% | -70.8% | +536.3% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling