+29.6%
SNOW vs YUM
+67.9%
-38.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | -2.4% | -6.1% | +3.6% | +0.3% |
| 30D | -1.0% | -5.8% | +4.8% | +1.5% |
| 3M | +36.9% | -7.6% | +44.5% | +41.1% |
| 6M | +83.4% | -9.1% | +92.5% | +89.0% |
| YTD | +50.0% | -5.5% | +55.5% | +49.7% |
| 1Y | +46.5% | -3.7% | +50.2% | +43.5% |
| 3Y | +93.3% | +17.8% | +75.5% | +58.0% |
| 5Y | +3.3% | +19.3% | -16.0% | -21.1% |
| All | +29.6% | +67.9% | -38.4% | -4.9% |
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