+48.6%
ARES vs SFM
+107.8%
-59.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.6% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +0.3% | -4.4% | +4.6% | +1.0% |
| 3M | +8.5% | +1.5% | +7.0% | +7.2% |
| 6M | +23.5% | +6.5% | +17.0% | +19.4% |
| YTD | -11.2% | +2.2% | -13.4% | -13.4% |
| 1Y | -19.3% | -41.9% | +22.6% | -8.2% |
| All | +48.6% | +107.8% | -59.1% | +26.0% |
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 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