-95.3%
ARIS vs SPY
+776.7%
-872.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +28.3% | +0.1% | +28.2% | +28.4% |
| 3M | +17.0% | +2.0% | +15.0% | +16.2% |
| 6M | -4.8% | +13.0% | -17.8% | -10.8% |
| YTD | +23.5% | +13.5% | +10.0% | +15.6% |
| 1Y | +125.0% | +20.0% | +105.1% | +104.2% |
| 3Y | +844.2% | +77.2% | +767.1% | +586.9% |
| 5Y | +477.5% | +81.9% | +395.6% | +311.3% |
| 10Y | +1,423.3% | +314.1% | +1,109.2% | +581.3% |
| All | -95.3% | +776.7% | -872.0% | -99.2% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling