+30.5%
SNOW vs YUM
+73.0%
-42.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.1% |
| 7D | +8.4% | -3.6% | +11.9% | +10.2% |
| 30D | -1.0% | +0.4% | -1.3% | -1.3% |
| 3M | +38.3% | -3.8% | +42.1% | +40.0% |
| 6M | +81.3% | -8.3% | +89.6% | +86.4% |
| YTD | +51.1% | -2.6% | +53.8% | +48.9% |
| 1Y | +47.0% | +1.5% | +45.5% | +39.9% |
| 3Y | +99.7% | +21.6% | +78.2% | +60.9% |
| 5Y | +3.6% | +23.5% | -19.9% | -21.9% |
| All | +30.5% | +73.0% | -42.5% | -5.4% |
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