-20.4%
ARES vs SFM
-47.5%
+27.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.9% | -2.5% |
| 7D | -2.7% | -7.2% | +4.5% | -1.7% |
| 30D | -2.4% | -14.3% | +11.9% | -0.5% |
| 3M | +3.9% | -13.7% | +17.6% | +5.6% |
| 6M | +26.4% | -6.0% | +32.4% | +25.5% |
| YTD | -14.9% | -8.2% | -6.7% | -15.2% |
| 1Y | -20.4% | -46.2% | +25.8% | -0.9% |
| All | -20.4% | -47.5% | +27.1% | -0.9% |
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