+96.1%
SHOP vs YUM
+20.4%
+75.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -13.2% | -5.2% | -8.0% | -12.1% |
| 30D | -17.0% | -0.1% | -17.0% | -17.0% |
| 3M | +17.0% | -4.3% | +21.3% | +18.1% |
| 6M | -2.1% | -8.7% | +6.6% | -0.2% |
| YTD | -21.4% | -3.5% | -17.9% | -21.1% |
| 1Y | -11.0% | +0.5% | -11.4% | -11.8% |
| All | +96.1% | +20.4% | +75.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling