+17.9%
SWKS vs YUM
+0.9%
+17.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.7% | +9.6% |
| 7D | +17.5% | -5.2% | +22.7% | +16.4% |
| 30D | +23.0% | -0.1% | +23.1% | +22.9% |
| 3M | +19.5% | -4.3% | +23.8% | +18.6% |
| 6M | +54.3% | -8.7% | +63.0% | +52.9% |
| YTD | +35.3% | -3.5% | +38.8% | +35.0% |
| 1Y | +17.9% | +0.5% | +17.4% | +23.1% |
| All | +17.9% | +0.9% | +17.0% | +23.1% |
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