-92.1%
ARBE vs SPY
+149.7%
-241.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.7% |
| 7D | +21.4% | -2.0% | +23.4% | +24.1% |
| 30D | +0.4% | -1.7% | +2.0% | +2.1% |
| 3M | -11.4% | +4.7% | -16.2% | -15.3% |
| 6M | -5.1% | +12.5% | -17.6% | -14.1% |
| YTD | -35.7% | +11.7% | -47.4% | -40.9% |
| 1Y | -40.7% | +17.5% | -58.2% | -47.2% |
| 3Y | -70.5% | +76.6% | -147.1% | -79.0% |
| 5Y | -92.4% | +82.0% | -174.5% | -94.7% |
| All | -92.1% | +149.7% | -241.8% | -94.2% |
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