-76.8%
SNAP vs YUM
+156.1%
-232.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +4.1% |
| 7D | +3.8% | -6.1% | +9.9% | +7.4% |
| 30D | +9.2% | -5.8% | +15.1% | +12.9% |
| 3M | +6.6% | -7.6% | +14.2% | +10.3% |
| 6M | +16.9% | -9.1% | +26.0% | +21.3% |
| YTD | -29.6% | -5.5% | -24.1% | -29.2% |
| 1Y | -22.1% | -3.7% | -18.4% | -23.4% |
| 3Y | -39.8% | +17.8% | -57.6% | -50.7% |
| 5Y | -92.4% | +19.3% | -111.6% | -93.8% |
| All | -76.8% | +156.1% | -232.8% | -85.1% |
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