-96.5%
ARIS vs SPY
+760.9%
-857.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -5.7% | +2.6% | -8.3% | -7.2% |
| 30D | -9.2% | -2.0% | -7.2% | -7.7% |
| 3M | -15.2% | -2.8% | -12.4% | -13.2% |
| 6M | -25.1% | +2.1% | -27.3% | -25.3% |
| YTD | -9.1% | +11.5% | -20.5% | -13.6% |
| 1Y | +29.8% | +13.5% | +16.4% | +22.2% |
| 3Y | +575.8% | +77.7% | +498.1% | +393.2% |
| 5Y | +261.2% | +72.6% | +188.6% | +166.1% |
| 10Y | +1,541.4% | +308.2% | +1,233.3% | +643.1% |
| All | -96.5% | +760.9% | -857.4% | -99.4% |
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