+123.6%
HOOD vs SYY
+18.8%
+104.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.7% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | -23.0% | -4.8% | -18.2% | -22.0% |
| 3M | -21.6% | -7.1% | -14.6% | -20.0% |
| 6M | +1.4% | +6.8% | -5.3% | -2.3% |
| YTD | -31.2% | +7.7% | -38.8% | -34.9% |
| 1Y | -35.9% | +5.7% | -41.6% | -39.1% |
| 3Y | +836.9% | +24.6% | +812.4% | +686.1% |
| 5Y | +121.1% | +15.6% | +105.5% | +98.6% |
| All | +123.6% | +18.8% | +104.8% | +128.6% |
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