+515.2%
ARIS vs SPY
+81.0%
+434.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.2% |
| 7D | +2.2% | -0.4% | +2.6% | +2.6% |
| 30D | +17.9% | -1.4% | +19.2% | +19.4% |
| 3M | +33.5% | +3.7% | +29.8% | +30.0% |
| 6M | +4.2% | +13.0% | -8.8% | -4.6% |
| YTD | +24.0% | +12.4% | +11.6% | +14.2% |
| 1Y | +114.6% | +18.5% | +96.1% | +90.2% |
| 3Y | +922.4% | +77.6% | +844.8% | +571.4% |
| 5Y | +515.2% | +81.7% | +433.5% | +291.1% |
| All | +515.2% | +81.0% | +434.2% | +291.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling