+999.8%
ARES vs SGI
+263.3%
+736.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | -2.4% | +5.5% | -7.9% | -4.0% |
| 3M | +3.9% | -3.6% | +7.5% | +4.7% |
| 6M | +26.4% | -15.0% | +41.4% | +31.4% |
| YTD | -14.9% | -23.0% | +8.1% | -9.1% |
| 1Y | -20.4% | -18.4% | -2.0% | -16.7% |
| 3Y | +38.8% | +57.8% | -19.0% | +18.8% |
| 5Y | +97.0% | +51.5% | +45.5% | +63.2% |
| 10Y | +999.8% | +275.2% | +724.6% | +550.4% |
| All | +999.8% | +263.3% | +736.5% | +550.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling