+392.7%
ARES vs SITM
+4,532.8%
-4,140.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | -7.7% | +4.8% | -12.5% | -8.6% |
| 30D | -8.7% | -9.7% | +1.0% | -7.4% |
| 3M | +2.8% | -9.3% | +12.2% | +2.2% |
| 6M | +23.1% | +69.5% | -46.4% | +5.9% |
| YTD | -17.3% | +70.5% | -87.8% | -30.0% |
| 1Y | -24.3% | +145.3% | -169.6% | -41.5% |
| 3Y | +34.9% | +432.8% | -397.9% | -17.4% |
| 5Y | +93.5% | +174.0% | -80.5% | +23.0% |
| All | +392.7% | +4,532.8% | -4,140.2% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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