+327.2%
SMH vs YUM
+19.0%
+308.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.4% |
| 7D | +0.3% | -6.1% | +6.3% | +2.9% |
| 30D | -2.8% | -5.8% | +3.0% | -0.6% |
| 3M | -6.7% | -7.6% | +0.9% | -4.4% |
| 6M | +41.8% | -9.1% | +50.9% | +45.8% |
| YTD | +57.9% | -5.5% | +63.4% | +58.2% |
| 1Y | +87.6% | -3.7% | +91.4% | +84.4% |
| 3Y | +282.9% | +17.8% | +265.1% | +212.5% |
| All | +327.2% | +19.0% | +308.2% | +231.3% |
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