+113.0%
HOOD vs SFM
+105.4%
+7.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.8% | +8.1% | +4.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | -26.1% | -24.8% | -1.4% | -23.0% |
| 3M | -10.8% | -43.7% | +32.9% | -2.1% |
| 6M | +2.4% | -37.3% | +39.6% | +8.6% |
| YTD | -28.5% | -38.4% | +9.9% | -24.4% |
| 1Y | -36.3% | -36.9% | +0.6% | -33.2% |
| 3Y | +743.7% | +20.7% | +723.0% | +771.4% |
| All | +113.0% | +105.4% | +7.7% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling