+138.6%
SFM vs BAM
+78.0%
+60.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -0.1% | -2.0% | +1.9% | +0.4% |
| 30D | -4.4% | -2.9% | -1.4% | -3.8% |
| 3M | +1.5% | +9.4% | -7.9% | -1.0% |
| 6M | +6.5% | +10.8% | -4.3% | +3.2% |
| YTD | +2.2% | -0.4% | +2.6% | +1.6% |
| 1Y | -41.9% | -10.9% | -31.0% | -40.6% |
| 3Y | +106.8% | +61.3% | +45.5% | +87.6% |
| All | +138.6% | +78.0% | +60.7% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling