+227.4%
SIMO vs BAM
+93.4%
+134.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.9% |
| 7D | -8.2% | +5.3% | -13.4% | -9.8% |
| 30D | -34.6% | +18.1% | -52.7% | -38.8% |
| 3M | -32.6% | +4.2% | -36.9% | -34.1% |
| 6M | -31.8% | +11.1% | -42.9% | -35.6% |
| YTD | +87.6% | +6.6% | +81.0% | +78.9% |
| 1Y | +86.7% | +6.2% | +80.5% | +78.4% |
| 3Y | +227.4% | +95.0% | +132.4% | +161.8% |
| All | +227.4% | +93.4% | +134.0% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling