-90.6%
ARQQ vs SPY
+106.4%
-197.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.3% | +6.6% |
| 7D | +19.5% | +0.5% | +19.0% | +18.4% |
| 30D | -1.4% | -0.9% | -0.4% | +0.3% |
| 3M | +76.2% | +3.9% | +72.3% | +68.1% |
| 6M | +46.6% | +14.5% | +32.1% | +23.6% |
| YTD | +3.2% | +12.9% | -9.7% | -10.3% |
| 1Y | -15.2% | +19.4% | -34.5% | -29.8% |
| 3Y | +41.2% | +78.5% | -37.3% | -20.8% |
| 5Y | -93.6% | +81.8% | -175.3% | -96.5% |
| All | -90.6% | +106.4% | -197.0% | -94.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling