+78.9%
ARKK vs SITM
+4,789.7%
-4,710.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -1.0% |
| 7D | -3.1% | +3.9% | -6.9% | -4.2% |
| 30D | +2.7% | -6.6% | +9.3% | +4.1% |
| 3M | +10.8% | -11.9% | +22.6% | +11.3% |
| 6M | +14.4% | +81.1% | -66.8% | -11.4% |
| YTD | +8.7% | +80.0% | -71.3% | -17.7% |
| 1Y | +6.7% | +145.8% | -139.1% | -28.9% |
| 3Y | +87.4% | +475.9% | -388.5% | -16.2% |
| 5Y | -29.5% | +189.2% | -218.7% | -64.3% |
| All | +78.9% | +4,789.7% | -4,710.8% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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