-35.0%
SFM vs BAM
+4.2%
-39.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | +2.6% |
| 7D | -12.3% | +14.2% | -26.5% | -14.0% |
| 30D | -16.2% | +21.0% | -37.2% | -18.4% |
| 3M | -36.8% | +5.2% | -42.0% | -37.7% |
| 6M | -32.6% | +16.0% | -48.6% | -34.1% |
| YTD | -31.7% | +6.5% | -38.2% | -32.4% |
| 1Y | -35.0% | +4.4% | -39.4% | -35.8% |
| All | -35.0% | +4.2% | -39.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling