+43.2%
ARES vs SGI
+59.4%
-16.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.9% |
| 7D | -0.3% | +9.3% | -9.6% | -3.9% |
| 30D | +1.3% | +6.9% | -5.6% | -1.4% |
| 3M | +10.4% | +2.8% | +7.5% | +8.5% |
| 6M | +29.0% | -12.6% | +41.6% | +34.1% |
| YTD | -12.2% | -21.5% | +9.3% | -4.9% |
| 1Y | -18.4% | -18.8% | +0.3% | -13.2% |
| 3Y | +43.2% | +60.8% | -17.7% | +20.3% |
| All | +43.2% | +59.4% | -16.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling