-90.1%
ARAY vs SPY
+78.7%
-168.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -2.7% |
| 7D | +4.0% | +0.5% | +3.5% | +3.0% |
| 30D | -10.3% | -0.9% | -9.4% | -8.8% |
| 3M | -25.7% | +3.9% | -29.6% | -30.7% |
| 6M | -46.9% | +14.5% | -61.5% | -57.4% |
| YTD | -68.3% | +12.9% | -81.2% | -73.8% |
| 1Y | -83.2% | +19.4% | -102.6% | -87.3% |
| 3Y | -90.1% | +78.5% | -168.6% | -95.8% |
| All | -90.1% | +78.7% | -168.8% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling