-16.5%
SOUN vs YUM
+30.0%
-46.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | -7.1% | -6.1% | -1.1% | -4.2% |
| 30D | -15.4% | -5.8% | -9.6% | -13.1% |
| 3M | -10.6% | -7.6% | -2.9% | -7.5% |
| 6M | -19.6% | -9.1% | -10.5% | -16.3% |
| YTD | -37.2% | -5.5% | -31.7% | -36.4% |
| 1Y | -57.1% | -3.7% | -53.4% | -57.6% |
| 3Y | +178.2% | +17.8% | +160.4% | +130.5% |
| All | -16.5% | +30.0% | -46.5% | -33.2% |
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