+331.8%
ARKK vs SMTC
+548.2%
-216.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -1.3% |
| 7D | -3.1% | +13.1% | -16.1% | -7.7% |
| 30D | +2.7% | +19.5% | -16.7% | -5.6% |
| 3M | +10.8% | +2.2% | +8.5% | +4.8% |
| 6M | +14.4% | +94.9% | -80.5% | -18.9% |
| YTD | +8.7% | +127.0% | -118.3% | -28.3% |
| 1Y | +6.7% | +174.6% | -167.8% | -35.9% |
| 3Y | +87.4% | +615.9% | -528.5% | -43.0% |
| 5Y | -29.5% | +125.6% | -155.1% | -62.1% |
| All | +331.8% | +548.2% | -216.4% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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