+946.9%
STX vs BAM
+88.1%
+858.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -17.3% | +5.0% | -22.3% | -18.6% |
| 30D | -35.9% | +16.6% | -52.5% | -39.5% |
| 3M | -37.3% | +2.2% | -39.5% | -38.1% |
| 6M | -35.8% | +9.7% | -45.5% | -38.8% |
| YTD | +82.7% | +5.2% | +77.5% | +76.6% |
| 1Y | +71.6% | +3.9% | +67.7% | +66.8% |
| 3Y | +635.3% | +91.5% | +543.7% | +451.6% |
| All | +946.9% | +88.1% | +858.8% | +681.6% |
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