+9.5%
SNY vs BBAI
-71.8%
+81.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -3.6% | -5.4% | +1.7% | -3.6% |
| 30D | -1.9% | -15.3% | +13.4% | -1.8% |
| 3M | -2.0% | -29.9% | +27.9% | -1.7% |
| 6M | +2.5% | -30.7% | +33.3% | +2.7% |
| YTD | -7.0% | -47.8% | +40.8% | -6.6% |
| 1Y | -4.4% | -40.4% | +36.0% | -4.3% |
| 3Y | -8.4% | +66.9% | -75.3% | -9.4% |
| 5Y | +9.5% | -71.4% | +80.9% | +11.4% |
| All | +9.5% | -71.8% | +81.3% | +10.6% |
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