+961.2%
ARES vs SMTC
+548.2%
+412.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.4% |
| 7D | -6.1% | +13.1% | -19.2% | -9.0% |
| 30D | -7.5% | +19.5% | -27.0% | -12.5% |
| 3M | +0.1% | +2.2% | -2.1% | -3.7% |
| 6M | +30.3% | +94.9% | -64.6% | +3.3% |
| YTD | -16.6% | +127.0% | -143.6% | -37.1% |
| 1Y | -26.1% | +174.6% | -200.7% | -47.9% |
| 3Y | +36.4% | +615.9% | -579.5% | -38.1% |
| 5Y | +95.0% | +125.6% | -30.6% | +26.9% |
| All | +961.2% | +548.2% | +412.9% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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