+210.7%
SO vs ARKK
+367.9%
-157.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.7% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | -4.6% | +13.2% | -17.8% | -5.4% |
| 3M | -3.0% | +7.7% | -10.7% | -3.7% |
| 6M | -8.3% | +15.1% | -23.3% | -9.4% |
| YTD | +3.5% | +12.1% | -8.6% | +2.4% |
| 1Y | -0.9% | +14.9% | -15.9% | -2.5% |
| 3Y | +45.4% | +99.3% | -54.0% | +34.2% |
| 5Y | +59.6% | -29.9% | +89.5% | +62.3% |
| 10Y | +156.6% | +351.6% | -195.0% | +103.6% |
| All | +210.7% | +367.9% | -157.2% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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