-93.2%
ARCX vs SPY
+28.7%
-121.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | -0.1% |
| 7D | +35.4% | -0.9% | +36.3% | +43.8% |
| 30D | +0.7% | -2.4% | +3.0% | +17.7% |
| 3M | -55.7% | -1.2% | -54.6% | -51.0% |
| 6M | -61.4% | +3.3% | -64.7% | -64.5% |
| YTD | -75.8% | +12.3% | -88.1% | -85.5% |
| 1Y | -84.3% | +12.4% | -96.7% | -90.3% |
| All | -93.2% | +28.7% | -121.9% | -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 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