+44.4%
SITM vs BAM
+4.2%
+40.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.2% | -15.6% | -11.2% |
| 7D | -19.5% | +14.2% | -33.8% | -23.8% |
| 30D | -43.2% | +21.0% | -64.2% | -47.8% |
| 3M | -30.8% | +5.2% | -36.0% | -32.2% |
| 6M | -28.6% | +16.0% | -44.6% | -34.2% |
| YTD | +14.2% | +6.5% | +7.7% | +7.8% |
| 1Y | +44.4% | +4.4% | +40.0% | +39.1% |
| All | +44.4% | +4.2% | +40.1% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling