+250.7%
HOOD vs SITM
+377.3%
-126.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -4.0% |
| 7D | +17.1% | +9.7% | +7.4% | +13.9% |
| 30D | +31.6% | +12.7% | +18.9% | +24.7% |
| 3M | +38.2% | -13.4% | +51.7% | +39.7% |
| 6M | +48.5% | +59.6% | -11.1% | +19.7% |
| YTD | +8.0% | +73.3% | -65.3% | -17.6% |
| 1Y | +18.7% | +165.5% | -146.9% | -23.5% |
| 3Y | +999.1% | +368.7% | +630.4% | +447.3% |
| 5Y | +181.7% | +172.5% | +9.2% | +60.5% |
| All | +250.7% | +377.3% | -126.6% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling