+123.6%
HOOD vs SPMO
+130.2%
-6.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -1.9% |
| 7D | -3.8% | +6.3% | -10.1% | -12.6% |
| 30D | -23.0% | -8.9% | -14.1% | -11.2% |
| 3M | -21.6% | -13.2% | -8.4% | -2.2% |
| 6M | +1.4% | -9.3% | +10.7% | +12.4% |
| YTD | -31.2% | +11.6% | -42.7% | -46.5% |
| 1Y | -35.9% | +13.4% | -49.3% | -51.2% |
| 3Y | +836.9% | +122.9% | +714.1% | +184.1% |
| 5Y | +121.1% | +113.9% | +7.2% | -30.2% |
| All | +123.6% | +130.2% | -6.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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