+142.9%
HOOD vs SIMO
+231.3%
-88.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.7% | -4.7% | +1.6% |
| 7D | -3.2% | +0.9% | -4.2% | -3.5% |
| 30D | -22.6% | -25.4% | +2.8% | -16.9% |
| 3M | -10.4% | -17.8% | +7.4% | -8.1% |
| 6M | +4.7% | -29.6% | +34.3% | +8.0% |
| YTD | -25.2% | +100.3% | -125.5% | -53.6% |
| 1Y | -35.9% | +100.4% | -136.3% | -60.1% |
| 3Y | +927.7% | +246.1% | +681.6% | +384.9% |
| 5Y | +147.5% | +189.8% | -42.3% | +13.1% |
| All | +142.9% | +231.3% | -88.4% | -0.6% |
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