+123.6%
HOOD vs SFM
+109.0%
+14.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.5% |
| 7D | -3.8% | +6.0% | -9.8% | -4.6% |
| 30D | -23.0% | -19.5% | -3.5% | -21.0% |
| 3M | -21.6% | -37.0% | +15.4% | -16.8% |
| 6M | +1.4% | -41.0% | +42.5% | +8.2% |
| YTD | -31.2% | -34.6% | +3.5% | -28.6% |
| 1Y | -35.9% | -36.3% | +0.3% | -33.3% |
| 3Y | +836.9% | +24.5% | +812.4% | +916.2% |
| 5Y | +121.1% | +115.9% | +5.3% | +211.9% |
| All | +123.6% | +109.0% | +14.6% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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