+1,056.0%
ARES vs SIMO
+514.4%
+541.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.6% |
| 7D | -1.7% | +4.2% | -5.9% | -2.5% |
| 30D | +0.3% | +4.1% | -3.8% | -1.3% |
| 3M | +8.5% | -12.9% | +21.4% | +8.4% |
| 6M | +23.5% | +110.3% | -86.9% | -1.9% |
| YTD | -11.2% | +178.6% | -189.8% | -34.9% |
| 1Y | -19.3% | +220.0% | -239.3% | -43.3% |
| 3Y | +48.7% | +409.0% | -360.4% | -8.5% |
| 5Y | +106.5% | +277.3% | -170.8% | +31.2% |
| All | +1,056.0% | +514.4% | +541.6% | +490.0% |
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