+133.8%
SM vs BBAI
-70.8%
+204.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.5% |
| 7D | +0.1% | -4.3% | +4.4% | +0.2% |
| 30D | +26.3% | -3.6% | +29.9% | +26.4% |
| 3M | +8.7% | -38.8% | +47.5% | +9.8% |
| 6M | +51.7% | -23.8% | +75.4% | +52.1% |
| YTD | +99.0% | -45.9% | +145.0% | +101.1% |
| 1Y | +34.6% | -40.8% | +75.4% | +35.2% |
| 3Y | -7.8% | +69.8% | -77.5% | -11.8% |
| 5Y | +104.8% | -70.3% | +175.1% | +104.8% |
| All | +133.8% | -70.8% | +204.6% | +133.8% |
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