+359.9%
SMH vs BBAI
-70.8%
+430.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.2% | -1.0% | +6.2% | +5.3% |
| 30D | -1.5% | -10.7% | +9.2% | -1.2% |
| 3M | -4.1% | -32.3% | +28.2% | -2.9% |
| 6M | +50.8% | -31.3% | +82.1% | +52.4% |
| YTD | +59.3% | -45.9% | +105.2% | +61.9% |
| 1Y | +94.1% | -40.0% | +134.1% | +96.1% |
| 3Y | +286.7% | +72.8% | +213.9% | +276.0% |
| 5Y | +339.4% | -70.4% | +409.8% | +332.3% |
| All | +359.9% | -70.8% | +430.7% | +351.6% |
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 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