+597.0%
SE vs YUM
+130.6%
+466.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +0.6% | -1.7% | +2.3% | +1.5% |
| 30D | -0.1% | -0.8% | +0.7% | 0.0% |
| 3M | +34.1% | +1.5% | +32.7% | +31.8% |
| 6M | +23.2% | -6.1% | +29.3% | +26.4% |
| YTD | -11.2% | -0.2% | -10.9% | -12.3% |
| 1Y | -40.5% | +2.5% | -43.0% | -42.7% |
| 3Y | +196.3% | +24.6% | +171.7% | +147.0% |
| 5Y | -67.0% | +25.7% | -92.7% | -72.4% |
| All | +597.0% | +130.6% | +466.4% | +350.7% |
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