-80.4%
SPXS vs BAM
+85.2%
-165.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | -1.1% |
| 7D | -9.5% | -2.0% | -7.5% | -11.1% |
| 30D | +7.4% | +13.7% | -6.3% | +22.3% |
| 3M | +6.1% | -4.8% | +10.9% | +2.2% |
| 6M | -7.3% | +7.6% | -14.9% | +2.5% |
| YTD | -26.7% | +1.2% | -27.9% | -21.7% |
| 1Y | -26.2% | -2.3% | -23.9% | -23.4% |
| All | -80.4% | +85.2% | -165.6% | -59.5% |
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