-29.9%
ARKK vs SBAC
-45.4%
+15.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -0.7% |
| 7D | -4.7% | -5.3% | +0.6% | -2.7% |
| 30D | +3.1% | +0.4% | +2.7% | +2.9% |
| 3M | +13.8% | -11.9% | +25.7% | +18.7% |
| 6M | +14.0% | -4.5% | +18.4% | +13.5% |
| YTD | +8.0% | -4.3% | +12.3% | +6.9% |
| 1Y | +9.9% | -3.9% | +13.8% | +8.3% |
| 3Y | +90.2% | -11.0% | +101.2% | +82.9% |
| 5Y | -29.9% | -44.1% | +14.2% | -7.1% |
| All | -29.9% | -45.4% | +15.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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