+1,037.0%
HOOD vs SGI
+60.7%
+976.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | +17.1% | +8.5% | +8.6% | +11.7% |
| 30D | +31.6% | +0.7% | +30.9% | +31.0% |
| 3M | +38.2% | +0.6% | +37.6% | +36.1% |
| 6M | +48.5% | -17.9% | +66.5% | +65.1% |
| YTD | +8.0% | -21.2% | +29.1% | +22.0% |
| 1Y | +18.7% | -18.9% | +37.5% | +29.5% |
| All | +1,037.0% | +60.7% | +976.3% | +680.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling