+50.8%
SWKS vs YUM
+215.4%
-164.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | +17.0% | +10.0% | +7.0% | +11.3% |
| 3M | +28.9% | +7.5% | +21.4% | +22.8% |
| 6M | +33.1% | +8.8% | +24.3% | +24.7% |
| YTD | +44.8% | +8.2% | +36.6% | +34.7% |
| 1Y | +36.2% | +9.8% | +26.4% | +25.3% |
| 3Y | +11.5% | +36.4% | -25.0% | -13.7% |
| 5Y | -37.1% | +41.7% | -78.7% | -52.8% |
| All | +50.8% | +215.4% | -164.6% | -37.8% |
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 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