+153.1%
SO vs YUM
+171.3%
-18.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -1.1% | -6.1% | +5.0% | +1.2% |
| 30D | -5.0% | -5.8% | +0.8% | -3.0% |
| 3M | -5.8% | -7.6% | +1.9% | -3.3% |
| 6M | -7.9% | -9.1% | +1.2% | -5.2% |
| YTD | +2.4% | -5.5% | +7.9% | +3.8% |
| 1Y | -2.3% | -3.7% | +1.5% | -2.0% |
| 3Y | +41.9% | +17.8% | +24.1% | +29.6% |
| 5Y | +58.1% | +19.3% | +38.8% | +42.0% |
| All | +153.1% | +171.3% | -18.2% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling