+2.4%
SWKS vs YUM
+5.7%
-3.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.3% |
| 7D | +12.5% | -2.0% | +14.6% | +12.1% |
| 30D | +10.5% | -1.1% | +11.6% | +10.2% |
| 3M | -7.4% | +1.8% | -9.2% | -7.1% |
| 6M | +32.7% | -4.7% | +37.4% | +32.5% |
| YTD | +19.2% | +0.6% | +18.6% | +19.7% |
| 1Y | +2.4% | +6.4% | -4.0% | +7.0% |
| All | +2.4% | +5.7% | -3.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling