+117.4%
SPYG vs BBAI
-70.8%
+188.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.4% | -4.3% | +4.6% | +0.5% |
| 30D | -0.4% | -3.6% | +3.2% | -0.4% |
| 3M | +0.5% | -38.8% | +39.3% | +1.4% |
| 6M | +17.5% | -23.8% | +41.2% | +17.9% |
| YTD | +14.3% | -45.9% | +60.3% | +15.3% |
| 1Y | +21.7% | -40.8% | +62.5% | +22.3% |
| 3Y | +98.6% | +69.8% | +28.8% | +95.4% |
| 5Y | +85.1% | -70.3% | +155.4% | +83.1% |
| All | +117.4% | -70.8% | +188.2% | +114.2% |
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