-83.8%
SPXS vs BAM
+88.1%
-171.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | -0.1% |
| 7D | +0.4% | +5.0% | -4.6% | +5.8% |
| 30D | +10.8% | +16.6% | -5.8% | +28.4% |
| 3M | +9.6% | +2.2% | +7.4% | +13.1% |
| 6M | -4.7% | +9.7% | -14.4% | +6.7% |
| YTD | -24.6% | +5.2% | -29.8% | -16.3% |
| 1Y | -24.6% | +3.9% | -28.5% | -16.7% |
| 3Y | -79.8% | +91.5% | -171.3% | -54.8% |
| All | -83.8% | +88.1% | -171.9% | -62.1% |
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 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