+948.0%
SNPS vs ARES
+1,196.0%
-248.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -11.0% | -1.7% | -9.3% | -10.4% |
| 30D | -1.7% | +0.3% | -2.0% | -2.0% |
| 3M | -20.4% | +8.5% | -28.8% | -23.6% |
| 6M | -8.6% | +23.5% | -32.1% | -17.4% |
| YTD | -16.2% | -11.2% | -4.9% | -13.9% |
| 1Y | -34.6% | -19.3% | -15.3% | -30.6% |
| 3Y | -14.5% | +48.7% | -63.1% | -29.4% |
| 5Y | +17.0% | +106.5% | -89.5% | -15.9% |
| 10Y | +560.0% | +1,055.3% | -495.3% | +217.2% |
| All | +948.0% | +1,196.0% | -248.0% | +382.8% |
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