-96.5%
ARIS vs SPY
+764.0%
-860.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.4% |
| 7D | -3.1% | +3.3% | -6.4% | -5.0% |
| 30D | -12.5% | -2.7% | -9.8% | -10.7% |
| 3M | -16.6% | -1.7% | -14.8% | -15.2% |
| 6M | -27.4% | +3.1% | -30.5% | -28.0% |
| YTD | -8.7% | +11.9% | -20.6% | -13.5% |
| 1Y | +30.7% | +12.0% | +18.7% | +24.0% |
| 3Y | +551.7% | +78.2% | +473.6% | +374.7% |
| 5Y | +262.4% | +73.2% | +189.2% | +166.3% |
| 10Y | +1,547.0% | +309.6% | +1,237.3% | +643.9% |
| All | -96.5% | +764.0% | -860.5% | -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