+478.6%
SOXL vs YUM
+17.9%
+460.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +6.1% |
| 7D | +3.9% | -6.1% | +9.9% | +6.5% |
| 30D | -14.3% | -5.8% | -8.5% | -12.7% |
| 3M | -45.6% | -7.6% | -38.0% | -45.0% |
| 6M | +117.2% | -9.1% | +126.3% | +120.4% |
| YTD | +189.8% | -5.5% | +195.4% | +182.5% |
| 1Y | +317.7% | -3.7% | +321.5% | +290.6% |
| 3Y | +478.6% | +17.8% | +460.8% | +318.7% |
| All | +478.6% | +17.9% | +460.8% | +318.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling