+7.5%
SMR vs YUM
+30.2%
-22.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.4% |
| 7D | +13.1% | -3.6% | +16.6% | +12.9% |
| 30D | +17.8% | +0.4% | +17.4% | +17.7% |
| 3M | +8.1% | -3.8% | +11.9% | +8.0% |
| 6M | -11.1% | -8.3% | -2.8% | -11.0% |
| YTD | -23.7% | -2.6% | -21.1% | -23.7% |
| 1Y | -69.4% | +1.5% | -70.9% | -69.4% |
| 3Y | +82.6% | +21.6% | +61.0% | +72.6% |
| All | +7.5% | +30.2% | -22.7% | -2.4% |
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