-43.7%
SNAP vs YUM
+21.5%
-65.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.2% |
| 7D | -5.0% | -3.6% | -1.5% | -5.0% |
| 30D | -0.7% | +0.4% | -1.1% | -0.6% |
| 3M | -5.0% | -3.8% | -1.2% | -4.9% |
| 6M | +3.5% | -8.3% | +11.8% | +3.8% |
| YTD | -34.2% | -2.6% | -31.6% | -34.3% |
| 1Y | -27.1% | +1.5% | -28.6% | -27.5% |
| All | -43.7% | +21.5% | -65.2% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling