+294.9%
SCHW vs YUM
+171.3%
+123.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.9% |
| 7D | -1.9% | -6.1% | +4.2% | +0.9% |
| 30D | -1.6% | -5.8% | +4.2% | +1.0% |
| 3M | +21.3% | -7.6% | +28.9% | +25.2% |
| 6M | +16.5% | -9.1% | +25.6% | +20.9% |
| YTD | +8.4% | -5.5% | +13.9% | +10.1% |
| 1Y | +15.6% | -3.7% | +19.3% | +15.8% |
| 3Y | +86.8% | +17.8% | +69.0% | +65.6% |
| 5Y | +60.5% | +19.3% | +41.2% | +40.2% |
| All | +294.9% | +171.3% | +123.6% | +128.4% |
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