+44.6%
SMCI vs YUM
+17.9%
+26.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +7.7% |
| 7D | +1.3% | -6.1% | +7.3% | +2.7% |
| 30D | +6.6% | -5.8% | +12.4% | +7.9% |
| 3M | +25.4% | -7.6% | +33.1% | +26.8% |
| 6M | +26.1% | -9.1% | +35.3% | +28.1% |
| YTD | +37.0% | -5.5% | +42.5% | +36.9% |
| 1Y | -8.8% | -3.7% | -5.0% | -9.7% |
| 3Y | +44.6% | +17.8% | +26.8% | +15.7% |
| All | +44.6% | +17.9% | +26.7% | +15.7% |
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 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