-98.6%
ARAY vs SPY
+74.6%
-173.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.8% |
| 7D | -46.7% | -0.9% | -45.8% | -45.5% |
| 30D | -63.6% | -2.4% | -61.3% | -62.0% |
| 3M | -72.4% | -1.2% | -71.3% | -71.8% |
| 6M | -76.5% | +3.3% | -79.8% | -77.3% |
| YTD | -90.2% | +12.3% | -102.5% | -91.6% |
| 1Y | -93.2% | +12.4% | -105.6% | -94.1% |
| 3Y | -96.8% | +78.8% | -175.6% | -98.5% |
| 5Y | -98.6% | +75.2% | -173.8% | -99.3% |
| All | -98.6% | +74.6% | -173.2% | -99.3% |
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