+331.8%
ARKK vs STLA
+55.1%
+276.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.3% |
| 7D | -3.1% | -2.9% | -0.2% | -1.9% |
| 30D | +2.7% | +0.9% | +1.8% | +2.2% |
| 3M | +10.8% | -21.6% | +32.4% | +21.8% |
| 6M | +14.4% | -21.6% | +36.0% | +25.1% |
| YTD | +8.7% | -50.4% | +59.1% | +40.0% |
| 1Y | +6.7% | -43.6% | +50.3% | +28.4% |
| 3Y | +87.4% | -66.4% | +153.8% | +172.7% |
| 5Y | -29.5% | -62.3% | +32.8% | -4.6% |
| All | +331.8% | +55.1% | +276.7% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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