+171.3%
SAP vs YUM
+177.1%
-5.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | -5.1% | -5.2% | +0.1% | -3.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.9% |
| 3M | +20.9% | -4.3% | +25.2% | +22.7% |
| 6M | +7.0% | -8.7% | +15.7% | +10.4% |
| YTD | -13.7% | -3.5% | -10.2% | -13.5% |
| 1Y | -19.6% | +0.5% | -20.0% | -21.1% |
| 3Y | +52.4% | +20.5% | +31.9% | +34.9% |
| 5Y | +54.4% | +21.8% | +32.6% | +34.7% |
| All | +171.3% | +177.1% | -5.8% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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