+1,216.8%
ARES vs SIMO
+379.7%
+837.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.5% |
| 7D | +4.5% | -22.0% | +26.5% | +8.4% |
| 30D | +15.7% | -43.0% | +58.8% | +26.1% |
| 3M | -2.0% | -39.1% | +37.1% | +4.1% |
| 6M | +10.4% | -33.3% | +43.7% | +11.7% |
| YTD | -14.2% | +77.0% | -91.2% | -33.9% |
| 1Y | -7.8% | +73.0% | -80.8% | -28.6% |
| 3Y | +41.4% | +215.7% | -174.3% | -8.6% |
| 5Y | +83.7% | +155.6% | -72.0% | +20.2% |
| All | +1,216.8% | +379.7% | +837.1% | +592.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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