+149.8%
STT vs BAM
+81.2%
+68.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +4.8% | -2.7% | +7.4% | +6.1% |
| 30D | +3.9% | +15.5% | -11.6% | -3.4% |
| 3M | -8.2% | -6.9% | -1.3% | -5.3% |
| 6M | +15.6% | +9.9% | +5.7% | +9.1% |
| YTD | +37.6% | +1.4% | +36.2% | +34.4% |
| 1Y | +50.1% | +3.3% | +46.8% | +45.1% |
| 3Y | +183.1% | +83.6% | +99.4% | +100.7% |
| All | +149.8% | +81.2% | +68.6% | +76.0% |
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