+313.8%
SOXX vs BAM
+66.1%
+247.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +3.0% | -6.1% | +9.1% | +6.4% |
| 30D | -3.1% | -13.8% | +10.7% | +4.5% |
| 3M | -4.4% | +4.4% | -8.8% | -7.5% |
| 6M | +52.9% | +6.4% | +46.5% | +45.7% |
| YTD | +72.0% | -7.1% | +79.1% | +75.7% |
| 1Y | +105.1% | -11.8% | +116.9% | +115.6% |
| 3Y | +220.6% | +50.2% | +170.4% | +155.0% |
| All | +313.8% | +66.1% | +247.7% | +212.1% |
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 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