-70.1%
ARCT vs SPY
+477.0%
-547.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +4.1% | +0.1% | +4.0% | +3.8% |
| 30D | +152.7% | +0.1% | +152.7% | +152.6% |
| 3M | +96.8% | +2.0% | +94.8% | +92.4% |
| 6M | +108.7% | +13.0% | +95.7% | +80.7% |
| YTD | +158.1% | +13.5% | +144.5% | +122.6% |
| 1Y | -5.6% | +20.0% | -25.6% | -23.1% |
| 3Y | -50.2% | +77.2% | -127.3% | -73.4% |
| 5Y | -70.9% | +81.9% | -152.7% | -84.0% |
| 10Y | -52.6% | +314.1% | -366.7% | -86.6% |
| All | -70.1% | +477.0% | -547.1% | -94.2% |
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