+237.0%
HOOD vs SBAC
-39.5%
+276.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | +13.4% | -0.1% | +13.4% | +13.5% |
| 30D | +25.8% | +3.2% | +22.5% | +24.6% |
| 3M | +38.0% | -5.1% | +43.0% | +39.8% |
| 6M | +52.2% | -2.1% | +54.3% | +51.1% |
| YTD | +3.7% | -0.5% | +4.3% | +1.7% |
| 1Y | +0.1% | +1.1% | -1.1% | -2.8% |
| 3Y | +992.6% | -7.4% | +1,000.0% | +941.8% |
| 5Y | +193.0% | -44.3% | +237.3% | +287.1% |
| All | +237.0% | -39.5% | +276.5% | +316.0% |
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