+146.1%
STT vs BAM
+90.5%
+55.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.1% |
| 7D | +0.9% | +5.3% | -4.3% | -1.5% |
| 30D | -2.3% | +18.1% | -20.4% | -10.1% |
| 3M | -7.0% | +4.2% | -11.2% | -9.3% |
| 6M | +15.5% | +11.1% | +4.4% | +8.6% |
| YTD | +35.6% | +6.6% | +29.0% | +29.3% |
| 1Y | +47.9% | +6.2% | +41.7% | +41.1% |
| 3Y | +181.1% | +95.0% | +86.1% | +93.7% |
| All | +146.1% | +90.5% | +55.5% | +69.4% |
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