+115.5%
SPYG vs BBAI
-71.3%
+186.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | -0.9% | -1.7% | +0.8% | -0.9% |
| 30D | -1.5% | -12.0% | +10.5% | -1.3% |
| 3M | +3.7% | -30.7% | +34.4% | +4.4% |
| 6M | +16.4% | -30.7% | +47.1% | +17.1% |
| YTD | +13.3% | -46.9% | +60.2% | +14.4% |
| 1Y | +17.9% | -41.1% | +58.9% | +18.5% |
| 3Y | +98.3% | +65.9% | +32.4% | +95.2% |
| 5Y | +86.4% | -70.9% | +157.3% | +84.4% |
| All | +115.5% | -71.3% | +186.8% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling