+428.6%
ARES vs SITM
+4,608.4%
-4,179.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -2.2% |
| 7D | -1.7% | +9.7% | -11.4% | -3.4% |
| 30D | +0.3% | +12.7% | -12.4% | -3.3% |
| 3M | +8.5% | -13.4% | +21.9% | +8.7% |
| 6M | +23.5% | +59.6% | -36.1% | +7.4% |
| YTD | -11.2% | +73.3% | -84.5% | -25.1% |
| 1Y | -19.3% | +165.5% | -184.8% | -38.7% |
| 3Y | +48.7% | +368.7% | -320.1% | -6.7% |
| 5Y | +106.5% | +172.5% | -66.0% | +31.4% |
| All | +428.6% | +4,608.4% | -4,179.8% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling