+504.0%
STRL vs ARES
+48.6%
+455.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.3% |
| 7D | +3.4% | -1.7% | +5.1% | +4.4% |
| 30D | -9.2% | +0.3% | -9.5% | -9.9% |
| 3M | -51.0% | +8.5% | -59.5% | -54.3% |
| 6M | +15.8% | +23.5% | -7.7% | -1.6% |
| YTD | +58.9% | -11.2% | +70.1% | +65.6% |
| 1Y | +68.5% | -19.3% | +87.8% | +89.7% |
| All | +504.0% | +48.6% | +455.4% | +368.9% |
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 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