+230.0%
SO vs ARKK
+306.9%
-76.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | +4.7% | -11.2% | +15.9% | +5.4% |
| 3M | +1.7% | -9.2% | +10.9% | +2.1% |
| 6M | +2.2% | -3.9% | +6.1% | +2.0% |
| YTD | +10.0% | -2.5% | +12.5% | +9.5% |
| 1Y | +6.0% | -2.7% | +8.8% | +5.5% |
| 3Y | +54.1% | +87.9% | -33.8% | +42.3% |
| 5Y | +79.6% | -35.7% | +115.3% | +82.8% |
| 10Y | +195.5% | +299.2% | -103.7% | +136.0% |
| All | +230.0% | +306.9% | -76.9% | +155.2% |
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