+113.0%
HOOD vs SBAC
-40.3%
+153.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.8% |
| 7D | -4.8% | +1.2% | -6.0% | -5.2% |
| 30D | -26.1% | +11.2% | -37.3% | -28.9% |
| 3M | -10.8% | +4.5% | -15.3% | -12.3% |
| 6M | +2.4% | -12.2% | +14.5% | +6.0% |
| YTD | -28.5% | -0.1% | -28.3% | -30.2% |
| 1Y | -36.3% | -0.3% | -36.1% | -37.9% |
| 3Y | +743.7% | -8.7% | +752.4% | +712.5% |
| All | +113.0% | -40.3% | +153.4% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling