+1,148.2%
ARES vs SGI
+356.4%
+791.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.1% | +1.5% |
| 7D | +8.1% | -3.9% | +12.1% | +9.4% |
| 30D | +18.9% | +0.9% | +18.0% | +18.5% |
| 3M | +2.3% | -2.9% | +5.2% | +3.2% |
| 6M | +12.7% | -9.0% | +21.7% | +15.5% |
| YTD | -10.8% | -29.2% | +18.4% | -2.0% |
| 1Y | -5.3% | -32.3% | +26.9% | +5.4% |
| 3Y | +42.0% | +72.4% | -30.4% | +18.1% |
| 5Y | +88.3% | +50.6% | +37.6% | +55.9% |
| 10Y | +1,148.2% | +335.2% | +813.0% | +641.4% |
| All | +1,148.2% | +356.4% | +791.8% | +641.4% |
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