-42.1%
ARR vs SPY
+312.5%
-354.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.5% |
| 30D | -0.8% | -1.4% | +0.6% | +0.5% |
| 3M | -1.7% | +3.7% | -5.4% | -5.1% |
| 6M | +1.9% | +13.0% | -11.1% | -9.4% |
| YTD | +2.1% | +12.4% | -10.3% | -9.0% |
| 1Y | +22.7% | +18.5% | +4.1% | +3.7% |
| 3Y | +12.1% | +77.6% | -65.5% | -37.0% |
| 5Y | -30.6% | +81.7% | -112.3% | -62.4% |
| 10Y | -42.1% | +319.7% | -361.8% | -83.8% |
| All | -42.1% | +312.5% | -354.6% | -83.8% |
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 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