+573.2%
SPMO vs ARES
+1,186.1%
-612.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.9% |
| 7D | +2.0% | -1.7% | +3.7% | +2.5% |
| 30D | -0.4% | +0.3% | -0.6% | -0.6% |
| 3M | -1.9% | +8.5% | -10.4% | -4.8% |
| 6M | +25.0% | +23.5% | +1.6% | +15.5% |
| YTD | +26.0% | -11.2% | +37.2% | +28.0% |
| 1Y | +28.7% | -19.3% | +48.0% | +34.0% |
| 3Y | +160.9% | +48.7% | +112.3% | +120.8% |
| 5Y | +147.9% | +106.5% | +41.4% | +84.0% |
| 10Y | +518.9% | +1,055.3% | -536.4% | +212.7% |
| All | +573.2% | +1,186.1% | -612.9% | +239.0% |
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