+216.4%
SIMO vs BAM
+84.8%
+131.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.7% | +10.4% | +9.2% |
| 7D | +0.9% | -2.9% | +3.8% | +2.0% |
| 30D | -25.4% | +14.7% | -40.1% | -29.3% |
| 3M | -17.8% | -4.1% | -13.6% | -16.9% |
| 6M | -29.6% | +9.6% | -39.1% | -33.1% |
| YTD | +100.3% | +3.4% | +96.9% | +93.4% |
| 1Y | +100.4% | +1.0% | +99.3% | +95.6% |
| 3Y | +246.1% | +88.2% | +157.9% | +178.6% |
| All | +216.4% | +84.8% | +131.6% | +155.1% |
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