-35.9%
HOOD vs SITM
+47.8%
-83.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -3.3% |
| 7D | -3.8% | +6.6% | -10.4% | -4.8% |
| 30D | -23.0% | -15.3% | -7.7% | -21.3% |
| 3M | -21.6% | -35.4% | +13.7% | -17.3% |
| 6M | +1.4% | -46.8% | +48.2% | +8.8% |
| YTD | -31.2% | +25.9% | -57.0% | -38.4% |
| 1Y | -35.9% | +54.0% | -89.9% | -49.8% |
| All | -35.9% | +47.8% | -83.7% | -49.8% |
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