+174.9%
STT vs BAM
+71.9%
+103.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.4% |
| 7D | +2.2% | -1.6% | +3.8% | +3.0% |
| 30D | +3.9% | -6.0% | +9.9% | +6.7% |
| 3M | +19.2% | +7.3% | +11.8% | +14.2% |
| 6M | +60.4% | +8.2% | +52.2% | +52.4% |
| YTD | +51.5% | -3.8% | +55.3% | +52.2% |
| 1Y | +76.3% | -10.7% | +87.0% | +83.7% |
| 3Y | +200.7% | +55.3% | +145.4% | +132.1% |
| All | +174.9% | +71.9% | +103.0% | +99.4% |
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