+115.3%
SPOT vs YUM
+19.0%
+96.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | -3.1% | -6.1% | +3.0% | -0.1% |
| 30D | +7.4% | -5.8% | +13.2% | +10.5% |
| 3M | +8.2% | -7.6% | +15.8% | +12.0% |
| 6M | +2.2% | -9.1% | +11.4% | +6.6% |
| YTD | -9.5% | -5.5% | -3.9% | -8.2% |
| 1Y | -23.8% | -3.7% | -20.1% | -24.1% |
| 3Y | +233.5% | +17.8% | +215.7% | +177.8% |
| All | +115.3% | +19.0% | +96.3% | +63.9% |
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