-100.0%
SOXS vs ARES
+90.2%
-190.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.8% | +10.9% | +3.6% |
| 7D | -9.4% | -7.7% | -1.7% | -20.5% |
| 30D | +6.2% | -8.7% | +14.9% | -8.5% |
| 3M | -28.0% | +2.8% | -30.9% | -22.9% |
| 6M | -99.2% | +23.1% | -122.2% | -98.5% |
| YTD | -99.5% | -17.3% | -82.2% | -99.5% |
| 1Y | -99.7% | -24.3% | -75.5% | -99.8% |
| 3Y | -100.0% | +34.9% | -134.9% | -99.9% |
| 5Y | -100.0% | +93.5% | -193.5% | -99.9% |
| All | -100.0% | +90.2% | -190.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling