+167.3%
SPMO vs BAM
+67.8%
+99.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.7% |
| 7D | +2.7% | -3.9% | +6.6% | +4.0% |
| 30D | +1.1% | -8.8% | +9.9% | +4.0% |
| 3M | +2.0% | +2.2% | -0.1% | +0.7% |
| 6M | +26.5% | +5.9% | +20.6% | +23.0% |
| YTD | +26.5% | -6.1% | +32.6% | +27.8% |
| 1Y | +27.9% | -11.6% | +39.6% | +31.7% |
| 3Y | +160.4% | +51.7% | +108.7% | +129.1% |
| All | +167.3% | +67.8% | +99.5% | +130.7% |
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 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