+338.7%
SITM vs BAM
+90.5%
+248.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.3% | +7.3% | +7.7% |
| 7D | +9.4% | +5.3% | +4.1% | +4.5% |
| 30D | -25.4% | +18.1% | -43.5% | -36.2% |
| 3M | -37.0% | +4.2% | -41.2% | -40.4% |
| 6M | -45.1% | +11.1% | -56.2% | -51.8% |
| YTD | +29.4% | +6.6% | +22.8% | +16.9% |
| 1Y | +39.8% | +6.2% | +33.6% | +27.0% |
| 3Y | +328.2% | +95.0% | +233.2% | +155.3% |
| All | +338.7% | +90.5% | +248.2% | +162.9% |
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 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