+237.0%
HOOD vs SAP
+60.1%
+176.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -2.6% |
| 7D | +13.4% | -0.3% | +13.6% | +13.9% |
| 30D | +25.8% | +2.6% | +23.2% | +23.5% |
| 3M | +38.0% | +16.3% | +21.7% | +20.1% |
| 6M | +52.2% | +6.4% | +45.8% | +42.0% |
| YTD | +3.7% | -11.4% | +15.2% | +11.5% |
| 1Y | +0.1% | -20.4% | +20.5% | +19.3% |
| 3Y | +992.6% | +56.5% | +936.0% | +591.1% |
| 5Y | +193.0% | +56.8% | +136.2% | +65.3% |
| All | +237.0% | +60.1% | +176.8% | +95.0% |
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