+60.2%
SCHD vs ARES
+94.4%
-34.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.0% | -6.1% | +4.1% | -0.7% |
| 30D | -0.4% | -7.5% | +7.1% | +1.1% |
| 3M | +5.7% | +0.1% | +5.6% | +5.3% |
| 6M | +11.9% | +30.3% | -18.4% | +4.8% |
| YTD | +26.4% | -16.6% | +43.1% | +29.9% |
| 1Y | +27.6% | -26.1% | +53.7% | +34.5% |
| 3Y | +54.9% | +36.4% | +18.5% | +35.0% |
| All | +60.2% | +94.4% | -34.3% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling