+142.9%
SPG vs BBAI
-70.8%
+213.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -2.4% | -4.3% | +1.9% | -2.3% |
| 30D | -6.8% | -3.6% | -3.2% | -6.8% |
| 3M | +2.7% | -38.8% | +41.5% | +3.4% |
| 6M | +5.5% | -23.8% | +29.2% | +5.7% |
| YTD | +15.7% | -45.9% | +61.6% | +16.5% |
| 1Y | +20.9% | -40.8% | +61.6% | +21.1% |
| 3Y | +112.4% | +69.8% | +42.6% | +105.7% |
| 5Y | +101.4% | -70.3% | +171.7% | +85.6% |
| All | +142.9% | -70.8% | +213.7% | +123.3% |
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