-42.3%
SWKS vs YUM
+40.6%
-82.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.1% |
| 7D | -6.2% | +3.7% | -9.8% | -7.3% |
| 30D | -1.5% | +14.8% | -16.3% | -5.8% |
| 3M | +23.0% | +6.4% | +16.6% | +20.0% |
| 6M | +27.6% | +4.3% | +23.3% | +24.5% |
| YTD | +32.3% | +8.1% | +24.2% | +26.1% |
| 1Y | +20.1% | +11.3% | +8.8% | +12.5% |
| 3Y | +0.6% | +35.1% | -34.5% | -19.6% |
| All | -42.3% | +40.6% | -82.9% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling