-14.7%
ARKF vs SPY
+81.0%
-95.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.7% |
| 7D | -0.3% | -0.4% | +0.1% | +0.5% |
| 30D | +5.0% | -1.4% | +6.3% | +8.0% |
| 3M | +17.5% | +3.7% | +13.8% | +9.6% |
| 6M | +9.3% | +13.0% | -3.7% | -13.4% |
| YTD | -5.0% | +12.4% | -17.4% | -23.6% |
| 1Y | -16.6% | +18.5% | -35.2% | -39.1% |
| 3Y | +114.5% | +77.6% | +36.9% | -29.3% |
| 5Y | -14.7% | +81.7% | -96.4% | -70.3% |
| All | -14.7% | +81.0% | -95.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling