+553.4%
SE vs YUM
+118.3%
+435.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.2% |
| 7D | -5.2% | -6.1% | +0.8% | -1.9% |
| 30D | -17.1% | -5.8% | -11.2% | -14.4% |
| 3M | +24.0% | -7.6% | +31.6% | +28.4% |
| 6M | +21.0% | -9.1% | +30.1% | +26.4% |
| YTD | -16.7% | -5.5% | -11.2% | -15.2% |
| 1Y | -45.9% | -3.7% | -42.2% | -46.1% |
| 3Y | +177.8% | +17.8% | +160.0% | +139.0% |
| 5Y | -67.4% | +19.3% | -86.6% | -71.9% |
| All | +553.4% | +118.3% | +435.0% | +335.4% |
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