+836.9%
HOOD vs SAP
+69.7%
+767.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.5% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | -23.0% | +6.5% | -29.5% | -26.4% |
| 3M | -21.6% | +12.2% | -33.9% | -27.7% |
| 6M | +1.4% | +46.1% | -44.6% | -23.9% |
| YTD | -31.2% | -1.6% | -29.5% | -29.7% |
| 1Y | -35.9% | -5.1% | -30.8% | -32.3% |
| 3Y | +836.9% | +68.4% | +768.6% | +644.3% |
| All | +836.9% | +69.7% | +767.3% | +644.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling