-6.9%
ARES vs SFM
-35.8%
+29.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.5% | +5.8% |
| 7D | +10.5% | -12.3% | +22.8% | +10.9% |
| 30D | +16.8% | -16.2% | +33.0% | +17.8% |
| 3M | -3.2% | -36.8% | +33.6% | +0.1% |
| 6M | +16.4% | -32.6% | +49.0% | +18.8% |
| YTD | -12.4% | -31.7% | +19.3% | -12.0% |
| 1Y | -6.9% | -35.0% | +28.1% | -5.9% |
| All | -6.9% | -35.8% | +29.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling