+3.3%
SNOW vs YUM
+19.0%
-15.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | -2.4% | -6.1% | +3.6% | +0.7% |
| 30D | -1.0% | -5.8% | +4.8% | +1.9% |
| 3M | +36.9% | -7.6% | +44.5% | +41.6% |
| 6M | +83.4% | -9.1% | +92.5% | +89.6% |
| YTD | +50.0% | -5.5% | +55.5% | +49.3% |
| 1Y | +46.5% | -3.7% | +50.2% | +42.6% |
| 3Y | +93.3% | +17.8% | +75.5% | +47.2% |
| All | +3.3% | +19.0% | -15.7% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling