+331.8%
ARKK vs SYF
+258.4%
+73.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -3.1% | -4.9% | +1.9% | -0.6% |
| 30D | +2.7% | -4.3% | +7.0% | +4.9% |
| 3M | +10.8% | +5.5% | +5.2% | +7.3% |
| 6M | +14.4% | +17.5% | -3.1% | +5.1% |
| YTD | +8.7% | -7.8% | +16.4% | +11.6% |
| 1Y | +6.7% | +1.6% | +5.1% | +4.3% |
| 3Y | +87.4% | +154.8% | -67.4% | +18.0% |
| 5Y | -29.5% | +79.5% | -108.9% | -49.4% |
| All | +331.8% | +258.4% | +73.4% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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