+250.7%
HOOD vs SYF
+87.1%
+163.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +17.1% | +2.4% | +14.7% | +15.2% |
| 30D | +31.6% | +0.8% | +30.7% | +31.2% |
| 3M | +38.2% | +13.4% | +24.8% | +23.5% |
| 6M | +48.5% | +16.3% | +32.2% | +30.7% |
| YTD | +8.0% | -3.0% | +11.0% | +8.7% |
| 1Y | +18.7% | +5.7% | +12.9% | +11.0% |
| 3Y | +999.1% | +160.1% | +839.0% | +439.9% |
| 5Y | +181.7% | +88.5% | +93.2% | +63.2% |
| All | +250.7% | +87.1% | +163.6% | +120.9% |
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