+48.6%
ARES vs SN
+650.0%
-601.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +15.3% | +16.6% | -1.3% | +10.1% |
| 3M | -5.4% | +18.3% | -23.6% | -10.3% |
| 6M | +10.0% | +103.1% | -93.0% | -12.3% |
| YTD | -14.7% | +96.7% | -111.4% | -31.6% |
| 1Y | -9.7% | +134.3% | -144.0% | -31.4% |
| 3Y | +35.8% | +425.2% | -389.4% | -7.0% |
| All | +48.6% | +650.0% | -601.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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