+1,507.0%
SRE vs YUM
+3,604.6%
-2,097.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.7% | -5.2% | +4.5% | +0.7% |
| 30D | -1.7% | -0.1% | -1.6% | -1.8% |
| 3M | -7.1% | -4.3% | -2.8% | -6.2% |
| 6M | -8.4% | -8.7% | +0.3% | -6.5% |
| YTD | -3.5% | -3.5% | 0.0% | -3.0% |
| 1Y | +5.4% | +0.5% | +4.9% | +4.6% |
| 3Y | +29.5% | +20.5% | +9.0% | +21.8% |
| 5Y | +48.3% | +21.8% | +26.5% | +38.4% |
| 10Y | +123.5% | +176.5% | -53.1% | +70.0% |
| All | +1,507.0% | +3,604.6% | -2,097.7% | +694.3% |
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