-93.4%
ARBE vs SPY
+153.7%
-247.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.2% |
| 7D | -3.0% | +0.1% | -3.2% | -3.2% |
| 30D | -9.9% | +0.1% | -10.0% | -10.0% |
| 3M | -40.6% | +2.0% | -42.6% | -41.3% |
| 6M | -23.8% | +13.0% | -36.8% | -31.4% |
| YTD | -46.1% | +13.5% | -59.6% | -51.4% |
| 1Y | -49.1% | +20.0% | -69.1% | -55.7% |
| 3Y | -76.8% | +77.2% | -154.0% | -83.6% |
| 5Y | -93.7% | +81.9% | -175.6% | -95.6% |
| All | -93.4% | +153.7% | -247.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling