+66.7%
SNXX vs YUM
+10.8%
+55.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.9% | -21.7% | -8.4% |
| 7D | -47.8% | +10.8% | -58.5% | -40.0% |
| 30D | -66.0% | +21.4% | -87.4% | -57.0% |
| 3M | -57.5% | +13.2% | -70.7% | -49.5% |
| 6M | -66.7% | +8.8% | -75.5% | -59.9% |
| All | +66.7% | +10.8% | +55.9% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling