+119.4%
SPMO vs BAM
+91.9%
+27.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -2.6% | +5.0% | -7.6% | -4.3% |
| 30D | -14.2% | +16.6% | -30.8% | -19.1% |
| 3M | -12.7% | +2.2% | -14.9% | -13.7% |
| 6M | -9.6% | +9.7% | -19.2% | -13.4% |
| YTD | +9.3% | +5.2% | +4.1% | +5.8% |
| 1Y | +8.2% | +3.9% | +4.3% | +5.2% |
| 3Y | +119.4% | +91.5% | +27.8% | +79.9% |
| All | +119.4% | +91.9% | +27.5% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling