+1,142.6%
SNPS vs ARES
+1,204.3%
-61.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.0% |
| 7D | +0.2% | +5.0% | -4.8% | -1.8% |
| 30D | -8.4% | +19.1% | -27.5% | -14.9% |
| 3M | +12.3% | +3.1% | +9.2% | +10.2% |
| 6M | -9.6% | +12.9% | -22.4% | -15.2% |
| YTD | -0.6% | -10.7% | +10.1% | +1.3% |
| 1Y | +18.7% | -5.5% | +24.2% | +18.2% |
| 3Y | -7.6% | +45.0% | -52.6% | -23.3% |
| 5Y | +34.1% | +87.4% | -53.3% | -1.3% |
| 10Y | +691.2% | +1,267.4% | -576.2% | +270.4% |
| All | +1,142.6% | +1,204.3% | -61.7% | +467.9% |
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 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