+331.8%
ARKK vs SIMO
+605.2%
-273.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.6% | -1.5% |
| 7D | -3.1% | +11.0% | -14.1% | -6.2% |
| 30D | +2.7% | +17.9% | -15.2% | -3.2% |
| 3M | +10.8% | +3.9% | +6.9% | +5.4% |
| 6M | +14.4% | +131.0% | -116.6% | -21.9% |
| YTD | +8.7% | +209.3% | -200.7% | -35.3% |
| 1Y | +6.7% | +223.8% | -217.0% | -37.7% |
| 3Y | +87.4% | +479.2% | -391.8% | -14.8% |
| 5Y | -29.5% | +316.0% | -345.5% | -65.5% |
| All | +331.8% | +605.2% | -273.4% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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