+168.4%
SIMO vs BAM
+84.5%
+83.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.0% | -11.3% | -13.4% |
| 7D | -31.4% | +7.9% | -39.3% | -33.4% |
| 30D | -45.2% | +16.0% | -61.2% | -48.3% |
| 3M | -36.5% | +0.6% | -37.2% | -37.1% |
| 6M | -34.2% | +10.5% | -44.7% | -37.7% |
| YTD | +69.9% | +3.2% | +66.7% | +64.1% |
| 1Y | +60.4% | +1.0% | +59.4% | +56.6% |
| 3Y | +203.1% | +84.2% | +118.9% | +145.5% |
| All | +168.4% | +84.5% | +83.9% | +116.6% |
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