+19.3%
SFM vs BAM
+91.9%
-72.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.0% |
| 7D | -6.9% | +5.0% | -11.9% | -8.2% |
| 30D | -25.0% | +16.6% | -41.6% | -28.4% |
| 3M | -42.7% | +2.2% | -44.9% | -43.3% |
| 6M | -41.0% | +9.7% | -50.7% | -43.0% |
| YTD | -38.7% | +5.2% | -43.9% | -40.1% |
| 1Y | -38.1% | +3.9% | -42.0% | -39.5% |
| 3Y | +19.3% | +91.5% | -72.2% | +7.0% |
| All | +19.3% | +91.9% | -72.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling