+250.7%
HOOD vs SWKS
-55.5%
+306.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -4.1% |
| 7D | +17.1% | +12.5% | +4.6% | +9.2% |
| 30D | +31.6% | +10.5% | +21.1% | +23.6% |
| 3M | +38.2% | -7.4% | +45.6% | +42.2% |
| 6M | +48.5% | +32.7% | +15.9% | +16.2% |
| YTD | +8.0% | +19.2% | -11.2% | -10.7% |
| 1Y | +18.7% | +2.4% | +16.3% | +8.9% |
| 3Y | +999.1% | -25.6% | +1,024.7% | +1,047.4% |
| 5Y | +181.7% | -53.4% | +235.1% | +279.0% |
| All | +250.7% | -55.5% | +306.2% | +379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling