+1,148.2%
ARES vs SFM
+138.5%
+1,009.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +8.1% | -6.9% | +15.0% | +9.4% |
| 30D | +18.9% | -25.0% | +43.9% | +23.9% |
| 3M | +2.3% | -42.7% | +45.1% | +11.4% |
| 6M | +12.7% | -41.0% | +53.7% | +21.4% |
| YTD | -10.8% | -38.7% | +27.9% | -5.1% |
| 1Y | -5.3% | -38.1% | +32.8% | +0.4% |
| 3Y | +42.0% | +19.3% | +22.7% | +36.4% |
| 5Y | +88.3% | +103.1% | -14.8% | +63.8% |
| 10Y | +1,148.2% | +131.1% | +1,017.2% | +919.0% |
| All | +1,148.2% | +138.5% | +1,009.7% | +919.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling