+263.2%
SYF vs ARES
+1,045.9%
-782.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | 0.0% | +1.3% | -1.3% | -0.9% |
| 3M | +11.9% | +10.4% | +1.6% | +5.0% |
| 6M | +18.9% | +29.0% | -10.1% | +1.0% |
| YTD | -4.6% | -12.2% | +7.6% | -1.1% |
| 1Y | +6.4% | -18.4% | +24.8% | +14.0% |
| 3Y | +167.2% | +43.2% | +124.0% | +107.2% |
| 5Y | +92.3% | +102.6% | -10.2% | +19.3% |
| 10Y | +263.2% | +1,029.6% | -766.4% | +16.7% |
| All | +263.2% | +1,045.9% | -782.7% | +16.7% |
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