+10.1%
SNPS vs BAM
+78.0%
-67.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.7% |
| 7D | -11.0% | -2.0% | -9.0% | -10.1% |
| 30D | -1.7% | -2.9% | +1.2% | -0.5% |
| 3M | -20.4% | +9.4% | -29.7% | -24.3% |
| 6M | -8.6% | +10.8% | -19.4% | -13.9% |
| YTD | -16.2% | -0.4% | -15.7% | -16.7% |
| 1Y | -34.6% | -10.9% | -23.7% | -31.4% |
| 3Y | -14.5% | +61.3% | -75.7% | -26.8% |
| All | +10.1% | +78.0% | -67.9% | -8.2% |
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