-56.3%
ARCT vs SPY
+312.5%
-368.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.1% |
| 7D | -11.9% | -0.4% | -11.6% | -11.6% |
| 30D | +109.1% | -1.4% | +110.5% | +112.7% |
| 3M | +105.9% | +3.7% | +102.2% | +96.3% |
| 6M | +100.3% | +13.0% | +87.3% | +71.8% |
| YTD | +140.5% | +12.4% | +128.1% | +108.3% |
| 1Y | -17.8% | +18.5% | -36.4% | -32.8% |
| 3Y | -53.3% | +77.6% | -130.9% | -76.2% |
| 5Y | -73.6% | +81.7% | -155.3% | -86.0% |
| 10Y | -56.3% | +319.7% | -376.0% | -93.0% |
| All | -56.3% | +312.5% | -368.8% | -93.0% |
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