+54.4%
SCHD vs ARES
+34.3%
+20.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | -3.1% | -7.7% | +4.6% | -2.0% |
| 30D | -0.8% | -8.7% | +7.9% | +0.5% |
| 3M | +6.2% | +2.8% | +3.4% | +5.5% |
| 6M | +11.8% | +23.1% | -11.2% | +7.5% |
| YTD | +26.0% | -17.3% | +43.2% | +29.3% |
| 1Y | +28.1% | -24.3% | +52.4% | +33.5% |
| All | +54.4% | +34.3% | +20.0% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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