+133.6%
HOOD vs SIMO
+204.9%
-71.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -1.9% |
| 7D | -5.1% | -16.0% | +10.9% | -0.7% |
| 30D | -25.4% | -35.8% | +10.4% | -16.7% |
| 3M | -14.0% | -26.5% | +12.5% | -9.0% |
| 6M | +5.6% | -33.0% | +38.6% | +10.3% |
| YTD | -28.1% | +84.3% | -112.4% | -54.4% |
| 1Y | -40.1% | +82.0% | -122.1% | -61.7% |
| 3Y | +888.2% | +218.5% | +669.7% | +377.1% |
| 5Y | +135.8% | +175.0% | -39.2% | +7.2% |
| All | +133.6% | +204.9% | -71.3% | -2.2% |
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