+7,788.2%
SHOP vs YUM
+169.5%
+7,618.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.1% |
| 7D | -4.1% | -1.7% | -2.4% | -3.1% |
| 30D | -11.5% | -0.8% | -10.7% | -11.3% |
| 3M | +21.1% | +1.5% | +19.6% | +19.5% |
| 6M | +3.0% | -6.1% | +9.1% | +6.0% |
| YTD | -16.7% | -0.2% | -16.5% | -17.9% |
| 1Y | -8.3% | +2.5% | -10.8% | -12.1% |
| 3Y | +112.8% | +24.6% | +88.2% | +74.2% |
| 5Y | -9.3% | +25.7% | -34.9% | -24.8% |
| 10Y | +3,003.4% | +179.7% | +2,823.8% | +1,694.9% |
| All | +7,788.2% | +169.5% | +7,618.8% | +3,453.5% |
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