+1,687.4%
SWKS vs YUM
+4,264.3%
-2,576.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | +12.5% | -2.0% | +14.6% | +13.4% |
| 30D | +10.5% | -1.1% | +11.6% | +10.7% |
| 3M | -7.4% | +1.8% | -9.2% | -8.9% |
| 6M | +32.7% | -4.7% | +37.4% | +33.6% |
| YTD | +19.2% | +0.6% | +18.6% | +17.2% |
| 1Y | +2.4% | +6.4% | -4.0% | -2.2% |
| 3Y | -25.6% | +22.6% | -48.2% | -34.1% |
| 5Y | -53.4% | +26.0% | -79.4% | -59.1% |
| 10Y | +23.2% | +174.6% | -151.5% | -20.7% |
| All | +1,687.4% | +4,264.3% | -2,576.9% | +446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling