+27.2%
SNPS vs BAM
+81.2%
-54.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +1.1% | -2.7% | +3.7% | +2.3% |
| 30D | -5.2% | +15.5% | -20.7% | -11.9% |
| 3M | +10.6% | -6.9% | +17.4% | +14.0% |
| 6M | -10.6% | +9.9% | -20.5% | -15.7% |
| YTD | -3.1% | +1.4% | -4.5% | -5.0% |
| 1Y | +15.6% | +3.3% | +12.3% | +12.2% |
| 3Y | -12.9% | +83.6% | -96.6% | -27.9% |
| All | +27.2% | +81.2% | -54.0% | +4.8% |
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