+0.1%
HOOD vs SGI
-19.6%
+19.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | +13.4% | +9.3% | +4.1% | +9.9% |
| 30D | +25.8% | +6.9% | +18.9% | +23.0% |
| 3M | +38.0% | +2.8% | +35.1% | +35.4% |
| 6M | +52.2% | -12.6% | +64.8% | +54.6% |
| YTD | +3.7% | -21.5% | +25.3% | +8.2% |
| 1Y | +0.1% | -18.8% | +18.8% | +15.5% |
| All | +0.1% | -19.6% | +19.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling