+1,115.4%
ARES vs SMTC
+411.1%
+704.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.3% |
| 7D | -0.3% | +30.5% | -30.8% | -6.3% |
| 30D | +15.3% | -30.9% | +46.2% | +22.5% |
| 3M | -5.4% | -14.7% | +9.3% | -6.3% |
| 6M | +10.0% | -9.6% | +19.6% | +4.2% |
| YTD | -14.7% | +62.1% | -76.8% | -32.0% |
| 1Y | -9.7% | +66.6% | -76.3% | -28.8% |
| 3Y | +35.8% | +718.1% | -682.3% | -40.7% |
| 5Y | +80.9% | +32.8% | +48.1% | +31.1% |
| 10Y | +1,089.9% | +354.1% | +735.8% | +511.2% |
| All | +1,115.4% | +411.1% | +704.3% | +508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling