+14.4%
SGOV vs ARES
+35.4%
-21.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | 0.0% | -6.1% | +6.1% | 0.0% |
| 30D | +0.3% | -7.5% | +7.8% | +0.3% |
| 3M | +0.9% | +0.1% | +0.8% | +0.9% |
| 6M | +1.8% | +30.3% | -28.4% | +1.8% |
| YTD | +2.5% | -16.6% | +19.2% | +2.5% |
| 1Y | +3.8% | -26.1% | +29.9% | +3.8% |
| 3Y | +14.4% | +36.4% | -22.1% | +14.3% |
| All | +14.4% | +35.4% | -21.0% | +14.3% |
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 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