+1,071.7%
SNPS vs ARES
+1,149.6%
-77.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.0% |
| 7D | -10.2% | +4.9% | -15.1% | -12.0% |
| 30D | -12.8% | +13.6% | -26.4% | -17.4% |
| 3M | +9.9% | -3.3% | +13.2% | +10.5% |
| 6M | -12.4% | +11.0% | -23.4% | -17.4% |
| YTD | -6.3% | -14.4% | +8.1% | -2.8% |
| 1Y | +7.6% | -9.1% | +16.8% | +8.8% |
| 3Y | -9.8% | +37.1% | -46.9% | -23.5% |
| 5Y | +29.2% | +83.3% | -54.1% | -3.9% |
| 10Y | +663.8% | +1,201.6% | -537.8% | +263.8% |
| All | +1,071.7% | +1,149.6% | -77.9% | +444.5% |
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