+132.4%
HOOD vs SYF
+72.6%
+59.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.6% |
| 7D | -4.8% | -2.1% | -2.7% | -3.2% |
| 30D | -26.1% | +2.5% | -28.6% | -27.6% |
| 3M | -10.8% | -6.3% | -4.5% | -5.9% |
| 6M | +2.4% | -1.5% | +3.8% | +2.0% |
| YTD | -28.5% | -10.5% | -18.0% | -23.4% |
| 1Y | -36.3% | +1.5% | -37.8% | -38.4% |
| 3Y | +743.7% | +163.3% | +580.4% | +315.2% |
| 5Y | +118.6% | +66.8% | +51.9% | +37.0% |
| All | +132.4% | +72.6% | +59.7% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling