+35.4%
ARES vs SITM
+423.6%
-388.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.1% |
| 7D | -7.7% | +4.8% | -12.5% | -8.5% |
| 30D | -8.7% | -9.7% | +1.0% | -7.5% |
| 3M | +2.8% | -9.3% | +12.2% | +2.3% |
| 6M | +23.1% | +69.5% | -46.4% | +5.7% |
| YTD | -17.3% | +70.5% | -87.8% | -30.1% |
| 1Y | -24.3% | +145.3% | -169.6% | -42.2% |
| All | +35.4% | +423.6% | -388.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling