+161.5%
SLV vs YUM
+21.6%
+139.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.2% |
| 7D | -5.0% | -5.2% | +0.2% | -4.3% |
| 30D | -1.8% | -0.1% | -1.7% | -1.9% |
| 3M | -0.3% | -4.3% | +4.0% | +0.3% |
| 6M | -28.2% | -8.7% | -19.5% | -27.2% |
| YTD | -10.7% | -3.5% | -7.2% | -10.4% |
| 1Y | +53.7% | +0.5% | +53.2% | +53.0% |
| 3Y | +173.7% | +20.5% | +153.2% | +158.8% |
| 5Y | +161.5% | +21.8% | +139.7% | +137.4% |
| All | +161.5% | +21.6% | +139.9% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling