+250.1%
SPOT vs YUM
+100.8%
+149.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | -6.9% | -5.2% | -1.7% | -4.8% |
| 30D | +4.1% | -0.1% | +4.2% | +4.1% |
| 3M | +3.7% | -4.3% | +8.0% | +5.2% |
| 6M | -1.6% | -8.7% | +7.1% | +1.7% |
| YTD | -10.2% | -3.5% | -6.7% | -9.7% |
| 1Y | -25.9% | +0.5% | -26.4% | -27.2% |
| 3Y | +235.6% | +20.5% | +215.1% | +199.7% |
| 5Y | +110.6% | +21.8% | +88.8% | +85.9% |
| All | +250.1% | +100.8% | +149.3% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling