+331.8%
ARKK vs SRE
+122.3%
+209.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -3.1% | -0.8% | -2.2% | -2.7% |
| 30D | +2.7% | -3.0% | +5.7% | +3.6% |
| 3M | +10.8% | -8.3% | +19.1% | +14.1% |
| 6M | +14.4% | -8.9% | +23.3% | +17.6% |
| YTD | +8.7% | -4.3% | +12.9% | +9.1% |
| 1Y | +6.7% | +2.7% | +4.0% | +3.8% |
| 3Y | +87.4% | +28.7% | +58.7% | +62.6% |
| 5Y | -29.5% | +47.1% | -76.6% | -41.7% |
| All | +331.8% | +122.3% | +209.5% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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