+72.3%
SO vs BBAI
-70.8%
+143.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.8% |
| 7D | -0.2% | -4.3% | +4.1% | -0.2% |
| 30D | -4.6% | -3.6% | -0.9% | -4.6% |
| 3M | -3.0% | -38.8% | +35.7% | -3.4% |
| 6M | -8.3% | -23.8% | +15.5% | -8.4% |
| YTD | +3.5% | -45.9% | +49.5% | +3.2% |
| 1Y | -0.9% | -40.8% | +39.8% | -1.0% |
| 3Y | +45.4% | +69.8% | -24.4% | +47.8% |
| 5Y | +59.6% | -70.3% | +129.9% | +62.5% |
| All | +72.3% | -70.8% | +143.1% | +76.0% |
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