+123.6%
HOOD vs SIMO
+205.7%
-82.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -2.8% |
| 7D | -3.8% | +4.1% | -7.9% | -4.8% |
| 30D | -23.0% | -24.0% | +1.0% | -17.7% |
| 3M | -21.6% | -31.8% | +10.1% | -15.3% |
| 6M | +1.4% | -36.9% | +38.3% | +8.1% |
| YTD | -31.2% | +84.8% | -116.0% | -56.4% |
| 1Y | -35.9% | +99.0% | -134.9% | -60.7% |
| 3Y | +836.9% | +217.9% | +619.0% | +352.8% |
| 5Y | +121.1% | +171.5% | -50.3% | +2.0% |
| All | +123.6% | +205.7% | -82.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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