-93.4%
ARAY vs SPY
+79.8%
-173.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.8% |
| 7D | -10.0% | -2.0% | -8.0% | -7.0% |
| 30D | -16.2% | -1.7% | -14.6% | -14.0% |
| 3M | -26.4% | +4.7% | -31.1% | -31.2% |
| 6M | -49.4% | +12.5% | -61.9% | -56.7% |
| YTD | -70.4% | +11.7% | -82.1% | -74.3% |
| 1Y | -84.3% | +17.5% | -101.8% | -87.3% |
| 3Y | -90.8% | +76.6% | -167.3% | -95.6% |
| 5Y | -93.4% | +82.0% | -175.4% | -96.7% |
| All | -93.4% | +79.8% | -173.1% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling