+1,451.4%
ARIS vs SPY
+318.9%
+1,132.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | -5.5% | -2.0% | -3.6% | -4.3% |
| 30D | +11.9% | -1.7% | +13.6% | +13.2% |
| 3M | +36.5% | +4.7% | +31.8% | +33.2% |
| 6M | -2.7% | +12.5% | -15.2% | -8.3% |
| YTD | +19.6% | +11.7% | +7.9% | +13.2% |
| 1Y | +102.0% | +17.5% | +84.5% | +86.3% |
| 3Y | +885.9% | +76.6% | +809.3% | +633.4% |
| 5Y | +495.3% | +82.0% | +413.3% | +332.8% |
| All | +1,451.4% | +318.9% | +1,132.6% | +639.0% |
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 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