-5.3%
ARES vs SGI
-30.7%
+25.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.1% | +2.0% |
| 7D | +8.1% | -3.9% | +12.1% | +9.7% |
| 30D | +18.9% | +0.9% | +18.0% | +18.4% |
| 3M | +2.3% | -2.9% | +5.2% | +3.3% |
| 6M | +12.7% | -9.0% | +21.7% | +15.7% |
| YTD | -10.8% | -29.2% | +18.4% | -0.3% |
| 1Y | -5.3% | -32.3% | +26.9% | +8.1% |
| All | -5.3% | -30.7% | +25.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling