+139.3%
HOOD vs SAP
+79.8%
+59.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.7% |
| 7D | -0.6% | +1.6% | -2.2% | -2.3% |
| 30D | -23.6% | +10.5% | -34.1% | -29.7% |
| 3M | -10.7% | +15.2% | -25.9% | -20.5% |
| 6M | +8.2% | +36.7% | -28.5% | -18.8% |
| YTD | -26.3% | -0.6% | -25.8% | -28.2% |
| 1Y | -36.1% | -4.1% | -32.0% | -35.4% |
| 3Y | +950.7% | +73.2% | +877.4% | +513.2% |
| 5Y | +127.0% | +74.1% | +52.9% | +16.3% |
| All | +139.3% | +79.8% | +59.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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