+1,121.7%
ARES vs SFM
+55.9%
+1,065.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.9% |
| 7D | +4.5% | -1.2% | +5.8% | +4.7% |
| 30D | +15.7% | -24.8% | +40.5% | +20.1% |
| 3M | -2.0% | -43.7% | +41.7% | +6.2% |
| 6M | +10.4% | -37.3% | +47.7% | +17.0% |
| YTD | -14.2% | -38.4% | +24.1% | -9.3% |
| 1Y | -7.8% | -36.9% | +29.2% | -2.9% |
| 3Y | +41.4% | +20.7% | +20.7% | +36.2% |
| 5Y | +83.7% | +103.5% | -19.8% | +62.2% |
| 10Y | +1,204.1% | +139.7% | +1,064.3% | +986.0% |
| All | +1,121.7% | +55.9% | +1,065.8% | +965.2% |
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