+339.6%
SMH vs BAM
+81.2%
+258.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +4.9% | -2.7% | +7.6% | +6.3% |
| 30D | -13.8% | +15.5% | -29.3% | -20.2% |
| 3M | -17.4% | -6.9% | -10.5% | -14.8% |
| 6M | -15.0% | +9.9% | -24.9% | -20.2% |
| YTD | +35.2% | +1.4% | +33.8% | +31.6% |
| 1Y | +41.6% | +3.3% | +38.3% | +36.5% |
| 3Y | +215.6% | +83.6% | +132.0% | +133.6% |
| All | +339.6% | +81.2% | +258.4% | +220.2% |
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