+231.1%
HOOD vs SYF
+81.1%
+150.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -0.5% |
| 7D | +7.7% | -1.3% | +9.1% | +9.1% |
| 30D | +22.0% | -1.1% | +23.0% | +23.5% |
| 3M | +37.6% | +7.4% | +30.2% | +28.5% |
| 6M | +45.3% | +16.2% | +29.1% | +27.9% |
| YTD | +1.9% | -6.1% | +8.1% | +5.3% |
| 1Y | -2.7% | +3.4% | -6.1% | -7.3% |
| 3Y | +973.4% | +162.9% | +810.5% | +425.7% |
| 5Y | +179.3% | +85.6% | +93.7% | +65.5% |
| All | +231.1% | +81.1% | +150.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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