-90.3%
ARCX vs SPY
+28.8%
-119.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.1% | -7.7% |
| 7D | -4.7% | -0.4% | -4.3% | -2.4% |
| 30D | -26.6% | -1.4% | -25.2% | -18.7% |
| 3M | -10.6% | +3.7% | -14.3% | -24.3% |
| 6M | -48.4% | +13.0% | -61.4% | -71.0% |
| YTD | -65.4% | +12.4% | -77.8% | -79.6% |
| 1Y | -78.5% | +18.5% | -97.0% | -90.8% |
| All | -90.3% | +28.8% | -119.1% | -97.9% |
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