-98.5%
ARAY vs SPY
+308.5%
-407.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.3% |
| 7D | -35.8% | +3.3% | -39.1% | -38.8% |
| 30D | -59.5% | -2.7% | -56.8% | -57.7% |
| 3M | -72.5% | -1.7% | -70.8% | -71.7% |
| 6M | -75.2% | +3.1% | -78.2% | -75.8% |
| YTD | -90.6% | +11.9% | -102.5% | -91.6% |
| 1Y | -93.5% | +12.0% | -105.5% | -94.2% |
| 3Y | -96.9% | +78.2% | -175.1% | -98.3% |
| 5Y | -98.7% | +73.2% | -171.9% | -99.3% |
| All | -98.5% | +308.5% | -407.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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