+133.6%
HOOD vs SYF
+68.5%
+65.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | +3.8% | -3.3% | +7.0% | +6.5% |
| 30D | -26.4% | -2.2% | -24.2% | -25.1% |
| 3M | -14.3% | -9.3% | -4.9% | -7.2% |
| 6M | +3.9% | +2.1% | +1.9% | +0.9% |
| YTD | -28.1% | -12.6% | -15.4% | -21.5% |
| 1Y | -38.8% | -3.4% | -35.4% | -38.5% |
| 3Y | +888.5% | +156.5% | +732.0% | +396.1% |
| 5Y | +131.0% | +59.6% | +71.5% | +49.1% |
| All | +133.6% | +68.5% | +65.1% | +59.5% |
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