+250.7%
HOOD vs SGI
+87.0%
+163.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | +17.1% | +8.5% | +8.6% | +11.2% |
| 30D | +31.6% | +0.7% | +30.9% | +30.9% |
| 3M | +38.2% | +0.6% | +37.6% | +36.0% |
| 6M | +48.5% | -17.9% | +66.5% | +66.0% |
| YTD | +8.0% | -21.2% | +29.1% | +22.7% |
| 1Y | +18.7% | -18.9% | +37.5% | +29.4% |
| 3Y | +999.1% | +52.6% | +946.5% | +667.1% |
| 5Y | +181.7% | +60.7% | +121.0% | +74.2% |
| All | +250.7% | +87.0% | +163.7% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling