+0.8%
SPGI vs YUM
+19.0%
-18.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.1% |
| 7D | -7.4% | -6.1% | -1.3% | -4.6% |
| 30D | +0.4% | -5.8% | +6.2% | +3.3% |
| 3M | +5.3% | -7.6% | +12.9% | +9.0% |
| 6M | +1.7% | -9.1% | +10.8% | +5.8% |
| YTD | -16.4% | -5.5% | -10.8% | -15.1% |
| 1Y | -20.5% | -3.7% | -16.8% | -20.3% |
| 3Y | +14.2% | +17.8% | -3.6% | -1.3% |
| All | +0.8% | +19.0% | -18.2% | -15.0% |
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