+331.8%
ARKK vs SCHG
+459.0%
-127.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.7% |
| 7D | -3.1% | -1.0% | -2.0% | -1.5% |
| 30D | +2.7% | -1.3% | +4.0% | +4.9% |
| 3M | +10.8% | +5.4% | +5.3% | +2.8% |
| 6M | +14.4% | +14.4% | 0.0% | -5.5% |
| YTD | +8.7% | +8.0% | +0.6% | -1.8% |
| 1Y | +6.7% | +12.7% | -6.0% | -8.8% |
| 3Y | +87.4% | +85.6% | +1.8% | -20.8% |
| 5Y | -29.5% | +85.5% | -115.0% | -67.8% |
| All | +331.8% | +459.0% | -127.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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