+20.7%
SFM vs BAM
+85.9%
-65.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.8% | -5.1% |
| 7D | -1.2% | +9.7% | -10.9% | -3.8% |
| 30D | -24.8% | +19.0% | -43.8% | -28.6% |
| 3M | -43.7% | +0.6% | -44.2% | -44.0% |
| 6M | -37.3% | +11.1% | -48.3% | -39.6% |
| YTD | -38.4% | +4.2% | -42.6% | -39.7% |
| 1Y | -36.9% | +3.3% | -40.3% | -38.2% |
| 3Y | +20.7% | +88.8% | -68.1% | +7.6% |
| All | +20.7% | +85.9% | -65.2% | +7.6% |
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