+1,343.4%
SAP vs YUM
+4,229.6%
-2,886.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -0.3% | -1.7% | +1.4% | +0.3% |
| 30D | +2.6% | -0.8% | +3.4% | +2.7% |
| 3M | +16.3% | +1.5% | +14.8% | +15.2% |
| 6M | +6.4% | -6.1% | +12.5% | +8.2% |
| YTD | -11.4% | -0.2% | -11.2% | -12.1% |
| 1Y | -20.4% | +2.5% | -22.9% | -22.1% |
| 3Y | +56.5% | +24.6% | +31.9% | +41.2% |
| 5Y | +56.8% | +25.7% | +31.1% | +40.6% |
| 10Y | +176.2% | +179.7% | -3.5% | +83.7% |
| All | +1,343.4% | +4,229.6% | -2,886.2% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling