-95.6%
ARIS vs SPY
+776.7%
-872.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 1Y | +125.0% | +20.0% | +105.1% | +104.2% |
| 3Y | +779.4% | +77.2% | +702.2% | +539.6% |
| 5Y | +437.9% | +81.9% | +356.0% | +283.0% |
| 10Y | +1,318.6% | +314.1% | +1,004.6% | +534.4% |
| All | -95.6% | +776.7% | -872.3% | -99.3% |
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