-99.8%
SOXS vs ARES
-23.8%
-76.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -5.0% |
| 7D | -4.7% | -6.1% | +1.3% | -9.0% |
| 30D | +7.7% | -7.5% | +15.3% | +2.0% |
| 3M | -10.2% | +0.1% | -10.3% | -9.3% |
| 6M | -99.2% | +30.3% | -129.5% | -98.9% |
| YTD | -99.5% | -16.6% | -82.9% | -99.5% |
| 1Y | -99.8% | -26.1% | -73.7% | -99.7% |
| All | -99.8% | -23.8% | -76.0% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling