+340.1%
SIMO vs BAM
+78.0%
+262.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.5% |
| 7D | +4.2% | -2.0% | +6.2% | +5.0% |
| 30D | +4.1% | -2.9% | +7.0% | +4.9% |
| 3M | -12.9% | +9.4% | -22.3% | -16.6% |
| 6M | +110.3% | +10.8% | +99.6% | +98.7% |
| YTD | +178.6% | -0.4% | +179.0% | +173.8% |
| 1Y | +220.0% | -10.9% | +230.9% | +231.1% |
| 3Y | +409.0% | +61.3% | +347.8% | +328.6% |
| All | +340.1% | +78.0% | +262.1% | +261.2% |
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