+813.5%
SPYM vs YUM
+1,161.3%
-347.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | -5.2% | +3.2% | 0.0% |
| 30D | -1.6% | -0.1% | -1.5% | -1.8% |
| 3M | +4.7% | -4.3% | +9.0% | +5.9% |
| 6M | +12.6% | -8.7% | +21.3% | +15.6% |
| YTD | +11.8% | -3.5% | +15.3% | +12.1% |
| 1Y | +17.5% | +0.5% | +17.1% | +15.6% |
| 3Y | +77.0% | +20.5% | +56.4% | +59.8% |
| 5Y | +82.6% | +21.8% | +60.8% | +63.6% |
| 10Y | +320.3% | +176.5% | +143.8% | +171.5% |
| All | +813.5% | +1,161.3% | -347.8% | +223.8% |
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 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