-11.9%
SRE vs ARES
+12.5%
-24.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | -3.0% | +19.7% | -22.7% | -3.4% |
| 3M | -7.3% | -9.0% | +1.7% | -7.7% |
| 6M | -11.9% | +11.5% | -23.4% | -11.9% |
| All | -11.9% | +12.5% | -24.4% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling