+1,157.4%
ARES vs SFM
+60.6%
+1,096.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.6% |
| 7D | +0.8% | -7.1% | +7.8% | +1.9% |
| 30D | +16.7% | -21.4% | +38.1% | +20.3% |
| 3M | -2.6% | -40.1% | +37.5% | +4.5% |
| 6M | +13.0% | -38.0% | +51.0% | +20.0% |
| YTD | -11.7% | -36.5% | +24.8% | -7.1% |
| 1Y | -6.7% | -35.2% | +28.5% | -2.2% |
| 3Y | +40.5% | +23.5% | +17.0% | +34.8% |
| 5Y | +88.2% | +109.7% | -21.5% | +65.4% |
| 10Y | +1,131.0% | +132.6% | +998.4% | +925.8% |
| All | +1,157.4% | +60.6% | +1,096.8% | +991.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling