-16.4%
SWKS vs YUM
+23.7%
-40.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +11.8% | -1.7% | +13.5% | +12.0% |
| 30D | +6.7% | -0.8% | +7.6% | +6.7% |
| 3M | 0.0% | +1.5% | -1.4% | -0.5% |
| 6M | +38.7% | -6.1% | +44.8% | +39.6% |
| YTD | +21.4% | -0.2% | +21.6% | +20.5% |
| 1Y | +2.9% | +2.5% | +0.4% | +1.7% |
| 3Y | -16.4% | +24.6% | -41.0% | -19.9% |
| All | -16.4% | +23.7% | -40.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling