+357.4%
SOXL vs YUM
+5.7%
+351.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.2% | +11.1% | +8.9% |
| 7D | +5.3% | -2.0% | +7.4% | +3.7% |
| 30D | -11.2% | -1.1% | -10.1% | -12.2% |
| 3M | -55.4% | +1.8% | -57.1% | -53.7% |
| 6M | +107.1% | -4.7% | +111.9% | +109.3% |
| YTD | +179.0% | +0.6% | +178.5% | +200.3% |
| 1Y | +357.4% | +6.4% | +351.0% | +459.8% |
| All | +357.4% | +5.7% | +351.7% | +459.8% |
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