+97.0%
ARES vs SPXS
-85.7%
+182.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -2.3% |
| 7D | -2.7% | +1.2% | -3.9% | -2.0% |
| 30D | -2.4% | +5.2% | -7.6% | +0.5% |
| 3M | +3.9% | -9.2% | +13.1% | +0.4% |
| 6M | +26.4% | -29.6% | +56.0% | +9.3% |
| YTD | -14.9% | -27.6% | +12.7% | -24.3% |
| 1Y | -20.4% | -36.7% | +16.3% | -33.0% |
| 3Y | +38.8% | -79.8% | +118.6% | -21.3% |
| 5Y | +97.0% | -85.9% | +182.8% | +21.3% |
| All | +97.0% | -85.7% | +182.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling