-1.4%
SM vs BBAI
+79.7%
-81.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -0.2% | -1.0% | +0.9% | -0.1% |
| 30D | +31.5% | -10.7% | +42.2% | +32.1% |
| 3M | +17.3% | -32.3% | +49.6% | +19.3% |
| 6M | +48.5% | -31.3% | +79.8% | +50.3% |
| YTD | +106.3% | -45.9% | +152.2% | +110.8% |
| 1Y | +47.3% | -40.0% | +87.3% | +48.5% |
| 3Y | -1.4% | +72.8% | -74.2% | -18.6% |
| All | -1.4% | +79.7% | -81.1% | -18.6% |
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