+439.5%
SN vs BAM
+75.2%
+364.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.1% |
| 7D | +7.2% | +9.7% | -2.5% | +0.9% |
| 30D | +20.4% | +19.0% | +1.4% | +7.8% |
| 3M | +23.9% | +0.6% | +23.4% | +23.0% |
| 6M | +93.0% | +11.1% | +82.0% | +79.2% |
| YTD | +99.2% | +4.2% | +95.1% | +90.9% |
| 1Y | +142.6% | +3.3% | +139.3% | +133.5% |
| 3Y | +398.8% | +88.8% | +310.0% | +257.2% |
| All | +439.5% | +75.2% | +364.2% | +297.7% |
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