-100.0%
ARTL vs SPY
+177.6%
-277.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.3% | -10.0% | -9.9% |
| 7D | -14.0% | -2.7% | -11.3% | -12.1% |
| 30D | -44.0% | -5.4% | -38.6% | -41.5% |
| 3M | -71.8% | -4.1% | -67.7% | -70.9% |
| 6M | -92.4% | +0.7% | -93.1% | -92.4% |
| YTD | -94.2% | +8.7% | -102.9% | -94.6% |
| 1Y | -96.2% | +10.9% | -107.1% | -96.5% |
| 3Y | -99.1% | +75.0% | -174.1% | -99.5% |
| 5Y | -99.9% | +67.8% | -167.7% | -100.0% |
| All | -100.0% | +177.6% | -277.5% | -100.0% |
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