+132.4%
HOOD vs SIMO
+192.7%
-60.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -0.9% | +2.1% |
| 7D | -4.8% | -22.0% | +17.2% | +1.4% |
| 30D | -26.1% | -43.0% | +16.9% | -14.9% |
| 3M | -10.8% | -39.1% | +28.3% | -0.8% |
| 6M | +2.4% | -33.3% | +35.6% | +6.9% |
| YTD | -28.5% | +77.0% | -105.4% | -54.1% |
| 1Y | -36.3% | +73.0% | -109.3% | -58.6% |
| 3Y | +743.7% | +215.7% | +528.0% | +307.2% |
| 5Y | +118.6% | +155.6% | -37.0% | +3.6% |
| All | +132.4% | +192.7% | -60.3% | -1.6% |
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