-61.4%
ARCX vs SPY
+3.7%
-65.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +0.6% |
| 7D | +35.4% | -0.9% | +36.3% | +42.7% |
| 30D | +0.7% | -2.4% | +3.0% | +17.2% |
| 3M | -55.7% | -1.2% | -54.6% | -51.1% |
| 6M | -61.4% | +3.3% | -64.7% | -64.0% |
| All | -61.4% | +3.7% | -65.1% | -64.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling