-16.3%
SOUN vs YUM
+32.8%
-49.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | -6.8% | -5.2% | -1.6% | -4.3% |
| 30D | -15.2% | -0.1% | -15.2% | -15.5% |
| 3M | -7.0% | -4.3% | -2.7% | -5.5% |
| 6M | -20.5% | -8.7% | -11.8% | -17.3% |
| YTD | -37.0% | -3.5% | -33.5% | -36.9% |
| 1Y | -55.3% | +0.5% | -55.8% | -57.0% |
| 3Y | +173.0% | +20.5% | +152.5% | +123.6% |
| All | -16.3% | +32.8% | -49.0% | -33.7% |
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