-71.9%
ARCT vs SPY
+81.8%
-153.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.2% |
| 7D | -3.7% | +0.5% | -4.2% | -4.9% |
| 30D | +110.9% | -0.9% | +111.9% | +114.4% |
| 3M | +119.5% | +3.9% | +115.6% | +103.5% |
| 6M | +119.8% | +14.5% | +105.3% | +69.7% |
| YTD | +155.0% | +12.9% | +142.1% | +102.7% |
| 1Y | -12.4% | +19.4% | -31.7% | -36.6% |
| 3Y | -50.5% | +78.5% | -128.9% | -84.0% |
| 5Y | -71.9% | +81.8% | -153.6% | -90.7% |
| All | -71.9% | +81.8% | -153.7% | -90.7% |
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