-93.4%
ARCX vs SPY
+27.5%
-120.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.4% | +13.6% | +2.5% |
| 7D | +27.5% | +0.1% | +27.4% | +26.0% |
| 30D | -13.2% | -3.3% | -9.9% | +7.2% |
| 3M | -37.6% | -2.4% | -35.2% | -26.1% |
| 6M | -61.8% | +2.6% | -64.3% | -63.5% |
| YTD | -76.5% | +11.2% | -87.7% | -85.2% |
| 1Y | -81.7% | +13.4% | -95.1% | -89.5% |
| All | -93.4% | +27.5% | -120.9% | -98.5% |
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