+45.0%
ARES vs SFM
+23.1%
+21.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | +5.0% | -10.2% | +15.2% | +7.2% |
| 30D | +19.1% | -23.9% | +43.0% | +24.5% |
| 3M | +3.1% | -42.3% | +45.3% | +14.1% |
| 6M | +12.9% | -40.1% | +53.0% | +22.9% |
| YTD | -10.7% | -37.8% | +27.1% | -4.5% |
| 1Y | -5.5% | -37.1% | +31.5% | +0.5% |
| 3Y | +45.0% | +21.5% | +23.4% | +60.6% |
| All | +45.0% | +23.1% | +21.9% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling