+225.5%
HOOD vs SYY
+25.9%
+199.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -9.1% | +1.5% | -10.6% | -9.6% |
| 30D | +20.1% | -2.3% | +22.4% | +21.0% |
| 3M | +31.2% | +5.5% | +25.7% | +28.1% |
| 6M | +44.3% | -1.0% | +45.3% | +43.4% |
| YTD | +0.2% | +14.1% | -13.9% | -6.8% |
| 1Y | -3.5% | +5.6% | -9.1% | -7.4% |
| 3Y | +955.2% | +27.9% | +927.3% | +788.6% |
| 5Y | +175.3% | +22.7% | +152.5% | +150.3% |
| All | +225.5% | +25.9% | +199.5% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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