-82.0%
ARCT vs SPY
+465.3%
-547.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.4% | -10.7% | -11.3% |
| 7D | 0.0% | +0.1% | -0.1% | +0.4% |
| 30D | -30.9% | -3.3% | -27.6% | -27.1% |
| 3M | +28.1% | -2.4% | +30.5% | +33.4% |
| 6M | +2.9% | +2.6% | +0.4% | +1.2% |
| YTD | +54.8% | +11.2% | +43.6% | +38.6% |
| 1Y | +8.8% | +13.4% | -4.6% | -4.5% |
| 3Y | -49.8% | +79.9% | -129.7% | -73.3% |
| 5Y | -73.8% | +72.2% | -146.0% | -84.6% |
| 10Y | -31.5% | +307.3% | -338.9% | -80.1% |
| All | -82.0% | +465.3% | -547.3% | -96.4% |
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 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