+139.3%
HOOD vs SBAC
-39.0%
+178.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | -0.6% | +3.0% | -3.6% | -1.6% |
| 30D | -23.6% | +4.3% | -27.9% | -24.8% |
| 3M | -10.7% | +4.1% | -14.8% | -12.1% |
| 6M | +8.2% | -11.6% | +19.8% | +11.8% |
| YTD | -26.3% | +0.4% | -26.7% | -28.3% |
| 1Y | -36.1% | -1.1% | -35.0% | -37.4% |
| 3Y | +950.7% | -7.3% | +957.9% | +903.5% |
| 5Y | +127.0% | -40.8% | +167.8% | +189.9% |
| All | +139.3% | -39.0% | +178.3% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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