+119.3%
SGI vs BAM
+84.5%
+34.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.3% | -1.3% |
| 7D | +5.3% | +7.9% | -2.6% | +1.5% |
| 30D | +8.2% | +16.0% | -7.9% | +0.7% |
| 3M | -2.2% | +0.6% | -2.9% | -2.7% |
| 6M | -8.4% | +10.5% | -18.9% | -12.9% |
| YTD | -23.4% | +3.2% | -26.7% | -25.3% |
| 1Y | -14.0% | +1.0% | -15.0% | -15.4% |
| 3Y | +78.8% | +84.2% | -5.4% | +32.1% |
| All | +119.3% | +84.5% | +34.8% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling