-56.2%
ARR vs SPY
+315.0%
-371.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -0.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.6% |
| 30D | -4.3% | -3.3% | -1.0% | -1.4% |
| 3M | -19.7% | -2.4% | -17.3% | -18.0% |
| 6M | -20.7% | +2.6% | -23.3% | -23.0% |
| YTD | -16.7% | +11.2% | -27.9% | -25.2% |
| 1Y | -9.8% | +13.4% | -23.2% | -20.6% |
| 3Y | +31.3% | +79.9% | -48.6% | -27.7% |
| 5Y | -43.5% | +72.2% | -115.7% | -67.7% |
| 10Y | -56.2% | +307.3% | -363.5% | -87.4% |
| All | -56.2% | +315.0% | -371.2% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling