+28.5%
SNPS vs BAM
+88.1%
-59.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -0.6% | +5.0% | -5.6% | -2.9% |
| 30D | -9.8% | +16.6% | -26.4% | -16.5% |
| 3M | +11.7% | +2.2% | +9.5% | +10.0% |
| 6M | -10.9% | +9.7% | -20.6% | -15.8% |
| YTD | -2.1% | +5.2% | -7.3% | -5.6% |
| 1Y | +14.8% | +3.9% | +10.9% | +11.1% |
| 3Y | -11.3% | +91.5% | -102.9% | -28.0% |
| All | +28.5% | +88.1% | -59.6% | +4.1% |
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