+125.1%
HOOD vs SIMO
+181.0%
-55.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -14.4% | +4.1% | -6.4% |
| 7D | -14.4% | -31.4% | +17.0% | -5.6% |
| 30D | -30.0% | -45.2% | +15.2% | -18.5% |
| 3M | -15.5% | -36.5% | +21.0% | -7.4% |
| 6M | +1.8% | -34.2% | +36.0% | +6.5% |
| YTD | -30.7% | +69.9% | -100.6% | -55.1% |
| 1Y | -45.0% | +60.4% | -105.4% | -63.1% |
| 3Y | +709.0% | +203.1% | +505.8% | +294.7% |
| 5Y | +111.8% | +145.4% | -33.6% | +1.4% |
| All | +125.1% | +181.0% | -55.9% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling