+101.0%
SPXL vs ARES
+82.0%
+19.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.1% |
| 7D | +7.4% | +0.5% | +7.0% | +7.0% |
| 30D | -7.8% | +19.7% | -27.5% | -22.2% |
| 3M | -11.9% | -9.0% | -3.0% | -4.9% |
| 6M | -1.7% | +11.5% | -13.3% | -13.7% |
| YTD | +20.8% | -13.8% | +34.6% | +30.3% |
| 1Y | +25.0% | -5.6% | +30.6% | +21.2% |
| 3Y | +226.1% | +36.1% | +190.0% | +100.2% |
| All | +101.0% | +82.0% | +19.0% | -12.9% |
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