+239.2%
STRL vs ARES
+37.4%
+201.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -26.9% | +4.5% | -31.5% | -29.5% |
| 30D | -52.7% | +15.7% | -68.4% | -57.3% |
| 3M | -52.8% | -2.0% | -50.8% | -53.3% |
| 6M | -71.5% | +10.4% | -81.9% | -74.2% |
| YTD | -17.4% | -14.2% | -3.2% | -13.3% |
| 1Y | -35.0% | -7.8% | -27.2% | -36.0% |
| 3Y | +239.2% | +41.4% | +197.8% | +181.6% |
| All | +239.2% | +37.4% | +201.8% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling