+395.9%
SMTC vs BAM
+78.0%
+318.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +8.8% |
| 7D | +12.7% | -2.0% | +14.7% | +14.4% |
| 30D | +22.0% | -2.9% | +24.9% | +23.4% |
| 3M | -12.7% | +9.4% | -22.1% | -20.1% |
| 6M | +64.8% | +10.8% | +54.0% | +48.5% |
| YTD | +100.7% | -0.4% | +101.1% | +95.1% |
| 1Y | +146.9% | -10.9% | +157.8% | +161.9% |
| 3Y | +456.8% | +61.3% | +395.6% | +290.5% |
| All | +395.9% | +78.0% | +318.0% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling