+1,815.9%
SPXL vs ARES
+1,196.0%
+619.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.4% |
| 7D | +0.1% | -1.7% | +1.7% | +1.5% |
| 30D | -0.9% | +0.3% | -1.1% | -1.5% |
| 3M | +2.0% | +8.5% | -6.4% | -6.2% |
| 6M | +33.5% | +23.5% | +10.0% | +7.1% |
| YTD | +32.2% | -11.2% | +43.4% | +37.8% |
| 1Y | +48.9% | -19.3% | +68.2% | +66.4% |
| 3Y | +222.9% | +48.7% | +174.2% | +109.1% |
| 5Y | +140.7% | +106.5% | +34.2% | +22.3% |
| 10Y | +1,192.7% | +1,055.3% | +137.3% | +155.3% |
| All | +1,815.9% | +1,196.0% | +619.9% | +242.0% |
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