+77.8%
ARKK vs SITM
+4,532.8%
-4,455.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.4% |
| 7D | -4.7% | +4.8% | -9.5% | -6.2% |
| 30D | +3.1% | -9.7% | +12.8% | +5.6% |
| 3M | +13.8% | -9.3% | +23.1% | +13.2% |
| 6M | +14.0% | +69.5% | -55.6% | -9.9% |
| YTD | +8.0% | +70.5% | -62.5% | -16.9% |
| 1Y | +9.9% | +145.3% | -135.3% | -26.8% |
| 3Y | +90.2% | +432.8% | -342.6% | -12.8% |
| 5Y | -29.9% | +174.0% | -203.9% | -63.9% |
| All | +77.8% | +4,532.8% | -4,455.0% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling