-7.7%
SRE vs ARES
-9.0%
+1.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.0% |
| 7D | -2.1% | +10.5% | -12.6% | -2.3% |
| 30D | +6.1% | +16.8% | -10.8% | +5.8% |
| 3M | -3.5% | -3.2% | -0.3% | -3.7% |
| 6M | -10.8% | +16.4% | -27.2% | -11.1% |
| YTD | -4.0% | -12.4% | +8.4% | -2.0% |
| 1Y | -7.7% | -6.9% | -0.8% | -6.1% |
| All | -7.7% | -9.0% | +1.3% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling