+56.2%
SAP vs YUM
+21.5%
+34.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.6% |
| 7D | -0.3% | -3.6% | +3.3% | +0.5% |
| 30D | +0.3% | +0.4% | -0.1% | +0.1% |
| 3M | +16.9% | -3.8% | +20.7% | +17.7% |
| 6M | +6.3% | -8.3% | +14.6% | +8.1% |
| YTD | -12.4% | -2.6% | -9.8% | -12.4% |
| 1Y | -21.6% | +1.5% | -23.1% | -22.6% |
| All | +56.2% | +21.5% | +34.7% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling