+2.2%
SPGI vs ARKK
-29.1%
+31.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | +2.0% | +5.1% | -3.1% | +0.7% |
| 3M | +4.3% | +12.7% | -8.4% | +0.9% |
| 6M | -0.2% | +13.8% | -14.1% | -4.2% |
| YTD | -14.8% | +9.9% | -24.7% | -17.6% |
| 1Y | -18.5% | +10.4% | -29.0% | -22.0% |
| 3Y | +16.0% | +93.6% | -77.6% | -7.9% |
| 5Y | +2.2% | -29.4% | +31.6% | -4.7% |
| All | +2.2% | -29.1% | +31.3% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling