+123.6%
HOOD vs SWKS
-45.9%
+169.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.2% |
| 7D | -3.8% | +9.4% | -13.2% | -8.4% |
| 30D | -23.0% | +17.0% | -39.9% | -29.2% |
| 3M | -21.6% | +28.9% | -50.6% | -34.2% |
| 6M | +1.4% | +33.1% | -31.7% | -19.8% |
| YTD | -31.2% | +44.8% | -75.9% | -50.3% |
| 1Y | -35.9% | +36.2% | -72.1% | -51.6% |
| 3Y | +836.9% | +11.5% | +825.5% | +619.1% |
| 5Y | +121.1% | -37.1% | +158.2% | +153.8% |
| All | +123.6% | -45.9% | +169.5% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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