+139.3%
HOOD vs SYF
+72.2%
+67.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.5% |
| 7D | -0.6% | -4.3% | +3.6% | +2.8% |
| 30D | -23.6% | +1.0% | -24.6% | -24.2% |
| 3M | -10.7% | -6.4% | -4.3% | -5.8% |
| 6M | +8.2% | +1.0% | +7.2% | +5.6% |
| YTD | -26.3% | -10.7% | -15.6% | -21.0% |
| 1Y | -36.1% | +1.8% | -37.8% | -38.3% |
| 3Y | +950.7% | +165.8% | +784.8% | +413.5% |
| 5Y | +127.0% | +65.9% | +61.1% | +42.7% |
| All | +139.3% | +72.2% | +67.1% | +60.6% |
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