+267.3%
SOXX vs BBAI
-71.3%
+338.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | +1.4% | -1.7% | +3.1% | +1.4% |
| 30D | -3.6% | -12.0% | +8.4% | -3.2% |
| 3M | -10.2% | -30.7% | +20.5% | -9.1% |
| 6M | +54.2% | -30.7% | +84.9% | +55.9% |
| YTD | +75.2% | -46.9% | +122.1% | +78.2% |
| 1Y | +107.5% | -41.1% | +148.6% | +110.0% |
| 3Y | +226.8% | +65.9% | +160.9% | +218.4% |
| 5Y | +251.2% | -70.9% | +322.1% | +245.2% |
| All | +267.3% | -71.3% | +338.6% | +260.0% |
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