+41.4%
ARES vs SN
+397.9%
-356.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | +4.5% | +7.2% | -2.6% | +1.9% |
| 30D | +15.7% | +20.4% | -4.6% | +8.1% |
| 3M | -2.0% | +23.9% | -25.9% | -9.8% |
| 6M | +10.4% | +93.0% | -82.6% | -15.0% |
| YTD | -14.2% | +99.2% | -113.5% | -35.2% |
| 1Y | -7.8% | +142.6% | -150.4% | -35.5% |
| 3Y | +41.4% | +398.8% | -357.4% | -20.1% |
| All | +41.4% | +397.9% | -356.5% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling