+265.2%
SU vs ARES
+979.8%
-714.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.2% | -6.1% | +8.3% | +4.0% |
| 30D | +8.4% | -7.5% | +16.0% | +10.7% |
| 3M | +12.1% | +0.1% | +12.0% | +11.2% |
| 6M | +19.7% | +30.3% | -10.6% | +8.2% |
| YTD | +58.4% | -16.6% | +75.0% | +63.1% |
| 1Y | +67.2% | -26.1% | +93.3% | +78.0% |
| 3Y | +125.0% | +36.4% | +88.6% | +86.2% |
| 5Y | +355.1% | +95.0% | +260.1% | +219.2% |
| All | +265.2% | +979.8% | -714.6% | +64.9% |
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 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