+19.5%
SNPS vs YUM
+21.6%
-2.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -4.6% | -5.2% | +0.6% | -2.6% |
| 30D | -3.3% | -0.1% | -3.3% | -3.8% |
| 3M | -13.8% | -4.3% | -9.5% | -13.1% |
| 6M | -8.2% | -8.7% | +0.5% | -5.9% |
| YTD | -15.4% | -3.5% | -12.0% | -16.3% |
| 1Y | +2.4% | +0.5% | +2.0% | -1.8% |
| 3Y | -13.5% | +20.5% | -34.0% | -29.0% |
| 5Y | +19.5% | +21.8% | -2.4% | -4.2% |
| All | +19.5% | +21.6% | -2.2% | -4.2% |
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 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