+33.7%
SPGI vs BBAI
-70.8%
+104.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | +0.1% | -4.3% | +4.4% | +0.2% |
| 30D | +8.4% | -3.6% | +12.0% | +8.4% |
| 3M | +11.8% | -38.8% | +50.6% | +12.2% |
| 6M | +5.7% | -23.8% | +29.5% | +5.8% |
| YTD | -9.7% | -45.9% | +36.3% | -9.4% |
| 1Y | -12.5% | -40.8% | +28.3% | -12.4% |
| 3Y | +21.8% | +69.8% | -47.9% | +20.2% |
| 5Y | +8.2% | -70.3% | +78.5% | +4.6% |
| All | +33.7% | -70.8% | +104.5% | +29.8% |
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