+1,918.5%
SCHW vs YUM
+4,087.9%
-2,169.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -2.8% | -5.2% | +2.4% | -0.2% |
| 30D | -0.1% | -0.1% | 0.0% | -0.2% |
| 3M | +20.6% | -4.3% | +24.9% | +22.6% |
| 6M | +15.9% | -8.7% | +24.7% | +20.3% |
| YTD | +8.5% | -3.5% | +12.0% | +9.2% |
| 1Y | +17.8% | +0.5% | +17.4% | +15.7% |
| 3Y | +88.5% | +20.5% | +68.0% | +66.0% |
| 5Y | +60.6% | +21.8% | +38.8% | +40.1% |
| 10Y | +298.0% | +176.5% | +121.5% | +123.7% |
| All | +1,918.5% | +4,087.9% | -2,169.3% | +271.8% |
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