+359.8%
ARKK vs SBAC
+77.7%
+282.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +5.1% | +3.9% | +1.3% | +3.6% |
| 3M | +12.7% | -8.2% | +20.9% | +15.8% |
| 6M | +13.8% | -2.8% | +16.6% | +12.5% |
| YTD | +9.9% | -1.5% | +11.5% | +7.5% |
| 1Y | +10.4% | 0.0% | +10.4% | +6.9% |
| 3Y | +93.6% | -8.4% | +102.0% | +86.9% |
| 5Y | -29.4% | -43.5% | +14.2% | -13.8% |
| 10Y | +336.9% | +86.9% | +250.0% | +245.0% |
| All | +359.8% | +77.7% | +282.1% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling