-67.5%
ARRY vs SPY
+75.1%
-142.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.2% | +10.0% |
| 7D | +72.7% | -2.7% | +75.4% | +80.1% |
| 30D | +53.3% | -5.4% | +58.7% | +67.5% |
| 3M | +11.5% | -4.1% | +15.6% | +19.5% |
| 6M | -28.0% | +0.7% | -28.7% | -27.0% |
| YTD | -36.5% | +8.7% | -45.2% | -41.3% |
| 1Y | -30.0% | +10.9% | -40.9% | -36.3% |
| 3Y | -67.5% | +75.0% | -142.5% | -91.7% |
| All | -67.5% | +75.1% | -142.6% | -91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling