-38.8%
ARCT vs SPY
+307.0%
-345.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.5% |
| 7D | -19.2% | +2.6% | -21.8% | -22.2% |
| 30D | -24.8% | -2.0% | -22.8% | -22.0% |
| 3M | +6.4% | -2.8% | +9.1% | +11.5% |
| 6M | +1.2% | +2.1% | -0.9% | 0.0% |
| YTD | +36.4% | +11.5% | +24.9% | +21.0% |
| 1Y | +7.6% | +13.5% | -5.9% | -6.4% |
| 3Y | -52.8% | +77.7% | -130.5% | -75.4% |
| 5Y | -77.8% | +72.6% | -150.4% | -87.5% |
| All | -38.8% | +307.0% | -345.8% | -88.4% |
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