-77.7%
SNAP vs YUM
+172.6%
-250.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | +0.7% | -2.0% | +2.8% | +1.9% |
| 30D | +2.6% | -1.1% | +3.7% | +3.0% |
| 3M | -9.9% | +1.8% | -11.7% | -11.7% |
| 6M | +1.9% | -4.7% | +6.6% | +3.1% |
| YTD | -32.2% | +0.6% | -32.8% | -34.1% |
| 1Y | -22.8% | +6.4% | -29.2% | -28.5% |
| 3Y | -47.6% | +22.6% | -70.2% | -57.8% |
| 5Y | -92.7% | +26.0% | -118.7% | -94.2% |
| All | -77.7% | +172.6% | -250.2% | -86.1% |
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 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