+340.9%
SYF vs ARES
+1,107.5%
-766.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +2.4% | -1.7% | +4.1% | +3.2% |
| 30D | +0.8% | +0.3% | +0.6% | +0.4% |
| 3M | +13.4% | +8.5% | +4.9% | +7.8% |
| 6M | +16.3% | +23.5% | -7.1% | +2.3% |
| YTD | -3.0% | -11.2% | +8.2% | -0.2% |
| 1Y | +5.7% | -19.3% | +25.0% | +13.5% |
| 3Y | +160.1% | +48.7% | +111.5% | +103.5% |
| 5Y | +88.5% | +106.5% | -18.0% | +22.2% |
| 10Y | +263.1% | +1,055.3% | -792.3% | +27.2% |
| All | +340.9% | +1,107.5% | -766.6% | +44.4% |
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