+118.2%
SRE vs YUM
+171.3%
-53.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | -0.8% | -6.1% | +5.2% | +1.7% |
| 30D | -3.0% | -5.8% | +2.8% | -0.7% |
| 3M | -8.3% | -7.6% | -0.7% | -5.8% |
| 6M | -8.9% | -9.1% | +0.2% | -5.9% |
| YTD | -4.3% | -5.5% | +1.3% | -2.9% |
| 1Y | +2.7% | -3.7% | +6.4% | +3.1% |
| 3Y | +28.7% | +17.8% | +10.9% | +16.1% |
| 5Y | +47.1% | +19.3% | +27.9% | +30.4% |
| All | +118.2% | +171.3% | -53.1% | +36.6% |
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