+162.3%
SOXL vs YUM
+19.0%
+143.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +8.0% |
| 7D | +3.9% | -6.1% | +9.9% | +12.4% |
| 30D | -14.3% | -5.8% | -8.5% | -9.3% |
| 3M | -45.6% | -7.6% | -38.0% | -43.8% |
| 6M | +117.2% | -9.1% | +126.3% | +122.6% |
| YTD | +189.8% | -5.5% | +195.4% | +171.8% |
| 1Y | +317.7% | -3.7% | +321.5% | +250.0% |
| 3Y | +478.6% | +17.8% | +460.8% | +174.7% |
| All | +162.3% | +19.0% | +143.3% | +33.8% |
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 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