+122.7%
HOOD vs SIMO
+170.3%
-47.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -2.9% |
| 7D | -3.8% | +4.1% | -7.9% | -4.7% |
| 30D | -23.0% | -24.0% | +1.0% | -18.1% |
| 3M | -21.6% | -31.8% | +10.1% | -15.7% |
| 6M | +1.4% | -36.9% | +38.3% | +7.7% |
| YTD | -31.2% | +84.8% | -116.0% | -54.8% |
| 1Y | -35.9% | +99.0% | -134.9% | -59.3% |
| 3Y | +836.9% | +217.9% | +619.0% | +378.2% |
| All | +122.7% | +170.3% | -47.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling