+385.8%
SN vs BAM
+84.2%
+301.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | +1.0% |
| 7D | +3.8% | +7.9% | -4.1% | -1.4% |
| 30D | +17.5% | +16.0% | +1.5% | +6.6% |
| 3M | +19.2% | +0.6% | +18.6% | +18.2% |
| 6M | +84.9% | +10.5% | +74.4% | +71.7% |
| YTD | +94.0% | +3.2% | +90.8% | +86.7% |
| 1Y | +151.3% | +1.0% | +150.3% | +145.0% |
| All | +385.8% | +84.2% | +301.6% | +261.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling