-92.4%
ARBE vs SPY
+79.8%
-172.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.7% |
| 7D | +21.4% | -2.0% | +23.4% | +24.3% |
| 30D | +0.4% | -1.7% | +2.0% | +2.3% |
| 3M | -11.5% | +4.7% | -16.2% | -15.7% |
| 6M | -5.1% | +12.5% | -17.7% | -14.9% |
| YTD | -35.7% | +11.7% | -47.4% | -41.4% |
| 1Y | -40.7% | +17.5% | -58.2% | -47.8% |
| 3Y | -70.6% | +76.6% | -147.1% | -79.7% |
| 5Y | -92.4% | +82.0% | -174.5% | -94.9% |
| All | -92.4% | +79.8% | -172.2% | -94.9% |
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