-59.8%
SMR vs ARES
+9.6%
-69.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.3% | -4.5% | -5.7% |
| 7D | +10.3% | -0.3% | +10.6% | +10.9% |
| 30D | -25.7% | +15.3% | -41.0% | -32.2% |
| 3M | -49.7% | -5.4% | -44.4% | -47.8% |
| 6M | -59.8% | +10.0% | -69.9% | -61.9% |
| All | -59.8% | +9.6% | -69.4% | -61.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling