+107.4%
SGI vs BAM
+86.2%
+21.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.9% |
| 7D | +1.0% | +9.7% | -8.8% | -3.5% |
| 30D | +3.9% | +19.0% | -15.1% | -4.5% |
| 3M | -0.8% | +0.6% | -1.4% | -1.3% |
| 6M | -18.0% | +11.1% | -29.0% | -22.2% |
| YTD | -27.6% | +4.2% | -31.8% | -29.7% |
| 1Y | -27.2% | +3.3% | -30.6% | -29.2% |
| 3Y | +76.0% | +88.8% | -12.8% | +28.8% |
| All | +107.4% | +86.2% | +21.1% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling