+368.0%
ARKK vs SFM
+163.4%
+204.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.8% |
| 7D | +3.6% | -5.8% | +9.4% | +4.5% |
| 30D | +8.4% | -11.4% | +19.7% | +10.2% |
| 3M | +13.4% | -12.2% | +25.6% | +15.2% |
| 6M | +18.9% | -5.2% | +24.1% | +18.5% |
| YTD | +11.9% | -4.5% | +16.4% | +11.1% |
| 1Y | +13.1% | -45.4% | +58.5% | +22.5% |
| 3Y | +97.1% | +91.1% | +6.0% | +76.6% |
| 5Y | -27.8% | +226.8% | -254.6% | -40.4% |
| 10Y | +338.5% | +291.9% | +46.6% | +240.7% |
| All | +368.0% | +163.4% | +204.7% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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