+2,387.0%
SMH vs ARES
+1,157.9%
+1,229.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -13.8% | +19.7% | -33.5% | -20.6% |
| 3M | -17.4% | -9.0% | -8.4% | -14.6% |
| 6M | -15.0% | +11.5% | -26.5% | -20.3% |
| YTD | +35.2% | -13.8% | +49.0% | +39.2% |
| 1Y | +41.6% | -5.6% | +47.2% | +39.5% |
| 3Y | +215.6% | +36.1% | +179.5% | +161.7% |
| 5Y | +233.2% | +82.7% | +150.5% | +139.1% |
| 10Y | +1,458.7% | +1,101.7% | +357.0% | +568.1% |
| All | +2,387.0% | +1,157.9% | +1,229.1% | +909.4% |
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