+1,897.6%
SNPS vs YUM
+4,229.6%
-2,332.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -5.5% | -1.7% | -3.8% | -5.0% |
| 30D | -5.8% | -0.8% | -4.9% | -5.8% |
| 3M | -17.2% | +1.5% | -18.7% | -18.1% |
| 6M | -10.4% | -6.1% | -4.3% | -9.3% |
| YTD | -16.5% | -0.2% | -16.3% | -17.6% |
| 1Y | -35.6% | +2.5% | -38.1% | -37.4% |
| 3Y | -14.6% | +24.6% | -39.2% | -22.9% |
| 5Y | +16.5% | +25.7% | -9.2% | +5.3% |
| 10Y | +556.6% | +179.7% | +376.9% | +356.0% |
| All | +1,897.6% | +4,229.6% | -2,332.0% | +438.2% |
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 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