-100.0%
SOXS vs ARES
+979.8%
-1,079.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -4.4% |
| 7D | -4.7% | -6.1% | +1.3% | -12.9% |
| 30D | +7.7% | -7.5% | +15.3% | -3.6% |
| 3M | -10.2% | +0.1% | -10.3% | -9.0% |
| 6M | -99.2% | +30.3% | -129.5% | -98.5% |
| YTD | -99.5% | -16.6% | -82.9% | -99.5% |
| 1Y | -99.8% | -26.1% | -73.7% | -99.8% |
| 3Y | -100.0% | +36.4% | -136.4% | -99.9% |
| 5Y | -100.0% | +95.0% | -195.0% | -100.0% |
| All | -100.0% | +979.8% | -1,079.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling