+5,943.4%
STRL vs ARES
+1,196.0%
+4,747.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.2% |
| 7D | +3.4% | -1.7% | +5.1% | +4.1% |
| 30D | -9.2% | +0.3% | -9.5% | -9.7% |
| 3M | -51.0% | +8.5% | -59.5% | -53.3% |
| 6M | +15.8% | +23.5% | -7.7% | +3.7% |
| YTD | +58.9% | -11.2% | +70.1% | +61.8% |
| 1Y | +68.5% | -19.3% | +87.8% | +79.3% |
| 3Y | +485.2% | +48.7% | +436.6% | +394.9% |
| 5Y | +2,005.1% | +106.5% | +1,898.6% | +1,434.5% |
| 10Y | +7,118.0% | +1,055.3% | +6,062.6% | +3,363.0% |
| All | +5,943.4% | +1,196.0% | +4,747.4% | +2,766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling