+1,157.4%
ARES vs SGI
+404.6%
+752.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.8% | -10.5% | +11.2% | +3.9% |
| 30D | +16.7% | +0.1% | +16.6% | +16.6% |
| 3M | -2.6% | -4.0% | +1.3% | -1.6% |
| 6M | +13.0% | -5.6% | +18.6% | +14.4% |
| YTD | -11.7% | -29.5% | +17.8% | -3.7% |
| 1Y | -6.7% | -31.5% | +24.8% | +2.6% |
| 3Y | +40.5% | +71.6% | -31.1% | +19.5% |
| 5Y | +88.2% | +50.5% | +37.7% | +59.6% |
| 10Y | +1,131.0% | +333.9% | +797.1% | +692.0% |
| All | +1,157.4% | +404.6% | +752.8% | +705.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling