+186.5%
SYF vs ARES
+1,270.2%
-1,083.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -4.2% | +8.1% | -12.3% | -8.4% |
| 30D | -1.1% | +18.9% | -20.0% | -10.4% |
| 3M | -7.9% | +2.3% | -10.2% | -9.8% |
| 6M | -1.1% | +12.7% | -13.8% | -9.1% |
| YTD | -12.6% | -10.8% | -1.8% | -10.6% |
| 1Y | -2.4% | -5.3% | +2.9% | -3.8% |
| 3Y | +156.6% | +42.0% | +114.6% | +97.6% |
| 5Y | +61.9% | +88.3% | -26.4% | +2.4% |
| 10Y | +186.5% | +1,148.2% | -961.8% | -12.0% |
| All | +186.5% | +1,270.2% | -1,083.7% | -12.0% |
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