+329.8%
SLV vs YUM
+1,080.7%
-750.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +2.5% | -1.7% | +4.2% | +2.7% |
| 30D | +3.3% | -0.8% | +4.1% | +3.3% |
| 3M | -3.6% | +1.5% | -5.0% | -3.9% |
| 6M | -21.8% | -6.1% | -15.7% | -21.3% |
| YTD | -7.8% | -0.2% | -7.6% | -8.0% |
| 1Y | +58.3% | +2.5% | +55.8% | +57.1% |
| 3Y | +182.6% | +24.6% | +158.0% | +171.3% |
| 5Y | +167.8% | +25.7% | +142.1% | +155.6% |
| 10Y | +218.9% | +179.7% | +39.2% | +170.7% |
| All | +329.8% | +1,080.7% | -750.8% | +175.1% |
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