+455.3%
SN vs BAM
+79.3%
+376.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.5% |
| 7D | +7.6% | +5.3% | +2.4% | +4.2% |
| 30D | +24.1% | +18.1% | +6.0% | +11.6% |
| 3M | +23.7% | +4.2% | +19.5% | +20.1% |
| 6M | +105.5% | +11.1% | +94.4% | +90.9% |
| YTD | +105.1% | +6.6% | +98.5% | +93.8% |
| 1Y | +148.3% | +6.2% | +142.1% | +134.9% |
| 3Y | +438.7% | +95.0% | +343.6% | +278.8% |
| All | +455.3% | +79.3% | +376.0% | +303.6% |
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 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