-13.9%
SM vs BBAI
-75.5%
+61.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.4% | -13.1% | -3.0% |
| 7D | -22.3% | -5.0% | -17.2% | -22.2% |
| 30D | -21.4% | +2.5% | -23.9% | -21.5% |
| 3M | +1.4% | -25.1% | +26.4% | +1.9% |
| 6M | +0.1% | -41.4% | +41.5% | +1.1% |
| YTD | +59.0% | -54.6% | +113.6% | +61.0% |
| 1Y | +64.3% | -56.9% | +121.2% | +66.4% |
| 3Y | -13.1% | +59.1% | -72.2% | -16.8% |
| 5Y | -13.9% | -75.4% | +61.6% | -17.8% |
| All | -13.9% | -75.5% | +61.6% | -17.8% |
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