+331.8%
ARKK vs SM
+23.0%
+308.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | +4.6% | -7.6% | -3.6% |
| 30D | +2.7% | +18.2% | -15.5% | +0.5% |
| 3M | +10.8% | +22.5% | -11.8% | +7.3% |
| 6M | +14.4% | +50.6% | -36.2% | +6.9% |
| YTD | +8.7% | +108.1% | -99.5% | -3.0% |
| 1Y | +6.7% | +46.0% | -39.3% | -0.6% |
| 3Y | +87.4% | +2.9% | +84.5% | +79.7% |
| 5Y | -29.5% | +112.6% | -142.1% | -38.5% |
| All | +331.8% | +23.0% | +308.8% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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