-100.0%
SOXS vs ARES
+1,181.8%
-1,281.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -6.3% |
| 7D | -15.6% | -0.3% | -15.2% | -16.2% |
| 30D | +4.8% | +1.3% | +3.5% | +6.6% |
| 3M | -21.6% | +10.4% | -32.0% | -8.1% |
| 6M | -99.3% | +29.0% | -128.3% | -98.8% |
| YTD | -99.5% | -12.2% | -87.3% | -99.5% |
| 1Y | -99.8% | -18.4% | -81.3% | -99.8% |
| 3Y | -100.0% | +43.2% | -143.2% | -99.9% |
| 5Y | -100.0% | +102.6% | -202.6% | -100.0% |
| 10Y | -100.0% | +1,029.6% | -1,129.6% | -100.0% |
| All | -100.0% | +1,181.8% | -1,281.8% | -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 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