-3.6%
SMR vs BBAI
-49.5%
+45.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | +4.4% | -4.3% | +8.7% | +4.9% |
| 30D | +3.4% | -3.6% | +7.0% | +4.0% |
| 3M | -19.2% | -38.8% | +19.6% | -14.2% |
| 6M | -22.6% | -23.8% | +1.1% | -19.7% |
| YTD | -31.5% | -45.9% | +14.4% | -26.1% |
| 1Y | -73.1% | -40.8% | -32.3% | -71.0% |
| 3Y | +55.0% | +69.8% | -14.8% | +51.8% |
| All | -3.6% | -49.5% | +45.9% | -0.9% |
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