+359.8%
ARKK vs SRE
+120.1%
+239.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | +5.1% | +0.8% | +4.3% | +4.4% |
| 3M | +12.7% | -5.8% | +18.5% | +14.8% |
| 6M | +13.8% | -7.8% | +21.6% | +16.4% |
| YTD | +9.9% | -2.4% | +12.3% | +9.6% |
| 1Y | +10.4% | +8.9% | +1.5% | +5.0% |
| 3Y | +93.6% | +31.1% | +62.5% | +68.0% |
| 5Y | -29.4% | +48.6% | -78.0% | -41.3% |
| 10Y | +336.9% | +126.1% | +210.7% | +216.8% |
| All | +359.8% | +120.1% | +239.6% | +224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling