+1,168.3%
SPXL vs ARES
+971.5%
+196.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | +0.8% |
| 7D | -6.0% | -7.7% | +1.7% | +1.2% |
| 30D | -5.8% | -8.7% | +2.9% | +2.2% |
| 3M | +10.9% | +2.8% | +8.0% | +6.0% |
| 6M | +31.9% | +23.1% | +8.8% | +3.5% |
| YTD | +25.8% | -17.3% | +43.0% | +40.0% |
| 1Y | +39.8% | -24.3% | +64.1% | +66.7% |
| 3Y | +219.9% | +34.9% | +184.9% | +110.9% |
| 5Y | +141.1% | +93.5% | +47.6% | +14.7% |
| All | +1,168.3% | +971.5% | +196.8% | +114.1% |
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