+1,817.6%
SMH vs YUM
+171.3%
+1,646.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.5% |
| 7D | +0.3% | -6.1% | +6.3% | +3.4% |
| 30D | -2.8% | -5.8% | +3.0% | -0.2% |
| 3M | -6.7% | -7.6% | +0.9% | -4.0% |
| 6M | +41.8% | -9.1% | +50.9% | +46.4% |
| YTD | +57.9% | -5.5% | +63.4% | +59.0% |
| 1Y | +87.6% | -3.7% | +91.4% | +85.1% |
| 3Y | +282.9% | +17.8% | +265.1% | +227.5% |
| 5Y | +330.4% | +19.3% | +311.1% | +264.1% |
| All | +1,817.6% | +171.3% | +1,646.3% | +971.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling