-75.5%
SMR vs YUM
-2.1%
-73.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.1% | -13.6% | -16.8% |
| 7D | -11.2% | -6.1% | -5.2% | -14.6% |
| 30D | -10.2% | -5.8% | -4.4% | -13.5% |
| 3M | -10.0% | -7.6% | -2.4% | -13.8% |
| 6M | -30.5% | -9.1% | -21.3% | -32.9% |
| YTD | -39.2% | -5.5% | -33.7% | -38.1% |
| 1Y | -75.5% | -3.7% | -71.8% | -72.7% |
| All | -75.5% | -2.1% | -73.4% | -72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling