+3,667.8%
STRL vs ARES
+1,191.6%
+2,476.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -26.9% | +4.5% | -31.5% | -29.2% |
| 30D | -52.7% | +15.7% | -68.4% | -56.7% |
| 3M | -52.8% | -2.0% | -50.8% | -53.3% |
| 6M | -71.5% | +10.4% | -81.9% | -73.7% |
| YTD | -17.4% | -14.2% | -3.2% | -15.6% |
| 1Y | -35.0% | -7.8% | -27.2% | -36.1% |
| 3Y | +239.2% | +41.4% | +197.8% | +177.0% |
| 5Y | +830.2% | +83.7% | +746.5% | +548.0% |
| All | +3,667.8% | +1,191.6% | +2,476.2% | +1,256.1% |
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