-84.1%
SPXS vs BAM
+81.2%
-165.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.5% |
| 7D | -7.5% | -2.7% | -4.8% | -9.7% |
| 30D | +5.3% | +15.5% | -10.2% | +21.0% |
| 3M | +9.7% | -6.9% | +16.6% | +3.8% |
| 6M | -4.6% | +9.9% | -14.4% | +7.3% |
| YTD | -25.8% | +1.4% | -27.2% | -20.5% |
| 1Y | -28.8% | +3.3% | -32.1% | -21.8% |
| 3Y | -80.2% | +83.6% | -163.8% | -57.4% |
| All | -84.1% | +81.2% | -165.3% | -64.0% |
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