+223.3%
HOOD vs SITM
+395.7%
-172.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -2.3% |
| 7D | -7.8% | +3.9% | -11.7% | -8.9% |
| 30D | +18.6% | -6.6% | +25.2% | +20.5% |
| 3M | +22.1% | -11.9% | +33.9% | +22.7% |
| 6M | +43.1% | +81.1% | -38.1% | +11.0% |
| YTD | -0.5% | +80.0% | -80.4% | -24.9% |
| 1Y | -4.4% | +145.8% | -150.2% | -36.7% |
| 3Y | +938.5% | +475.9% | +462.6% | +386.5% |
| 5Y | +173.4% | +189.2% | -15.8% | +56.6% |
| All | +223.3% | +395.7% | -172.4% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling