-95.5%
ARAY vs SPY
+322.5%
-417.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.1% |
| 7D | -7.4% | -0.8% | -6.6% | -6.4% |
| 30D | -10.7% | -1.1% | -9.7% | -9.4% |
| 3M | -26.5% | +3.9% | -30.3% | -29.7% |
| 6M | -45.7% | +13.6% | -59.3% | -52.8% |
| YTD | -69.5% | +12.7% | -82.2% | -73.1% |
| 1Y | -84.3% | +17.5% | -101.8% | -86.8% |
| 3Y | -90.8% | +76.9% | -167.7% | -95.1% |
| 5Y | -93.2% | +83.6% | -176.8% | -96.4% |
| All | -95.5% | +322.5% | -417.9% | -99.0% |
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