+106.9%
SPG vs BBAI
-70.3%
+177.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | -4.9% | -10.7% | +5.8% | -4.8% |
| 3M | +3.3% | -32.3% | +35.6% | +3.9% |
| 6M | +11.2% | -31.3% | +42.5% | +11.7% |
| YTD | +17.1% | -45.9% | +63.0% | +17.9% |
| 1Y | +21.6% | -40.0% | +61.6% | +21.8% |
| 3Y | +111.9% | +72.8% | +39.1% | +105.1% |
| 5Y | +106.9% | -70.4% | +177.3% | +87.7% |
| All | +106.9% | -70.3% | +177.2% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling