+252.8%
SPOT vs YUM
+96.6%
+156.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.6% |
| 7D | -3.1% | -6.1% | +3.0% | -0.7% |
| 30D | +7.4% | -5.8% | +13.2% | +9.9% |
| 3M | +8.2% | -7.6% | +15.8% | +11.3% |
| 6M | +2.2% | -9.1% | +11.4% | +5.8% |
| YTD | -9.5% | -5.5% | -3.9% | -8.3% |
| 1Y | -23.8% | -3.7% | -20.1% | -23.8% |
| 3Y | +233.5% | +17.8% | +215.7% | +200.5% |
| 5Y | +112.2% | +19.3% | +92.9% | +88.9% |
| All | +252.8% | +96.6% | +156.2% | +152.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling