+307.9%
SCHD vs ARES
+1,142.5%
-834.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.2% |
| 7D | -2.6% | -2.7% | 0.0% | -2.0% |
| 30D | -0.3% | -2.4% | +2.1% | +0.1% |
| 3M | +6.1% | +3.9% | +2.2% | +4.7% |
| 6M | +11.7% | +26.4% | -14.7% | +4.6% |
| YTD | +26.3% | -14.9% | +41.2% | +28.9% |
| 1Y | +28.8% | -20.4% | +49.2% | +32.9% |
| 3Y | +55.0% | +38.8% | +16.3% | +35.7% |
| 5Y | +60.0% | +97.0% | -36.9% | +24.7% |
| 10Y | +243.1% | +999.8% | -756.7% | +90.8% |
| All | +307.9% | +1,142.5% | -834.7% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling