+237.0%
HOOD vs SFM
+205.5%
+31.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -2.9% |
| 7D | +13.4% | -5.8% | +19.2% | +14.4% |
| 30D | +25.8% | -11.4% | +37.1% | +27.8% |
| 3M | +38.0% | -12.2% | +50.2% | +40.0% |
| 6M | +52.2% | -5.2% | +57.4% | +51.0% |
| YTD | +3.7% | -4.5% | +8.2% | +2.5% |
| 1Y | +0.1% | -45.4% | +45.4% | +9.9% |
| 3Y | +992.6% | +91.1% | +901.5% | +1,029.4% |
| 5Y | +193.0% | +226.8% | -33.8% | +284.0% |
| All | +237.0% | +205.5% | +31.5% | +260.4% |
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