-36.1%
HOOD vs SITM
+47.5%
-83.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.4% | +11.4% | +3.2% |
| 7D | -4.4% | -19.5% | +15.1% | -1.9% |
| 30D | -23.4% | -43.2% | +19.8% | -18.5% |
| 3M | -6.5% | -30.8% | +24.3% | -2.9% |
| 6M | +14.2% | -28.6% | +42.8% | +17.9% |
| YTD | -22.7% | +14.2% | -36.9% | -23.6% |
| 1Y | -36.1% | +44.4% | -80.5% | -38.3% |
| All | -36.1% | +47.5% | -83.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling