+238.6%
SCHD vs YUM
+171.3%
+67.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -2.0% | -6.1% | +4.1% | +0.5% |
| 30D | -0.4% | -5.8% | +5.4% | +1.8% |
| 3M | +5.7% | -7.6% | +13.4% | +8.5% |
| 6M | +11.9% | -9.1% | +21.0% | +15.3% |
| YTD | +26.4% | -5.5% | +32.0% | +27.9% |
| 1Y | +27.6% | -3.7% | +31.3% | +27.7% |
| 3Y | +54.9% | +17.8% | +37.1% | +40.0% |
| 5Y | +60.9% | +19.3% | +41.7% | +43.0% |
| All | +238.6% | +171.3% | +67.3% | +121.5% |
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 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