+59.1%
SO vs YUM
+21.6%
+37.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.1% | -5.2% | +4.0% | +0.4% |
| 30D | -3.7% | -0.1% | -3.7% | -3.9% |
| 3M | -5.9% | -4.3% | -1.6% | -4.9% |
| 6M | -7.3% | -8.7% | +1.4% | -5.2% |
| YTD | +3.1% | -3.5% | +6.6% | +3.5% |
| 1Y | -1.0% | +0.5% | -1.5% | -2.1% |
| 3Y | +43.2% | +20.5% | +22.7% | +31.8% |
| 5Y | +59.1% | +21.8% | +37.3% | +40.9% |
| All | +59.1% | +21.6% | +37.5% | +40.9% |
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