+179.5%
SIMO vs BAM
+86.2%
+93.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.8% |
| 7D | -22.0% | +9.7% | -31.7% | -24.7% |
| 30D | -43.0% | +19.0% | -62.0% | -46.7% |
| 3M | -39.1% | +0.6% | -39.7% | -39.7% |
| 6M | -33.3% | +11.1% | -44.4% | -37.0% |
| YTD | +77.0% | +4.2% | +72.8% | +70.5% |
| 1Y | +73.0% | +3.3% | +69.7% | +67.4% |
| 3Y | +215.7% | +88.8% | +127.0% | +153.9% |
| All | +179.5% | +86.2% | +93.3% | +124.9% |
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