+1,237.1%
SMH vs YUM
+3,896.7%
-2,659.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.1% |
| 7D | +1.4% | -5.2% | +6.6% | +3.7% |
| 30D | -2.2% | -0.1% | -2.1% | -2.5% |
| 3M | -1.9% | -4.3% | +2.4% | -0.8% |
| 6M | +41.0% | -8.7% | +49.7% | +44.8% |
| YTD | +55.6% | -3.5% | +59.1% | +55.5% |
| 1Y | +86.8% | +0.5% | +86.4% | +81.9% |
| 3Y | +277.7% | +20.5% | +257.1% | +234.3% |
| 5Y | +324.2% | +21.8% | +302.3% | +275.6% |
| 10Y | +1,828.6% | +176.5% | +1,652.1% | +1,084.3% |
| All | +1,237.1% | +3,896.7% | -2,659.6% | +202.2% |
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