-50.5%
ARCT vs SPY
+78.7%
-129.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.3% |
| 7D | -3.7% | +0.5% | -4.2% | -4.7% |
| 30D | +110.9% | -0.9% | +111.9% | +113.9% |
| 3M | +119.5% | +3.9% | +115.6% | +105.8% |
| 6M | +119.8% | +14.5% | +105.3% | +76.3% |
| YTD | +155.0% | +12.9% | +142.1% | +109.7% |
| 1Y | -12.4% | +19.4% | -31.7% | -33.3% |
| 3Y | -50.5% | +78.5% | -128.9% | -81.1% |
| All | -50.5% | +78.7% | -129.2% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling