+1,897.2%
SWKS vs YUM
+4,562.8%
-2,665.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.1% | +2.0% | -5.2% | -4.1% |
| 30D | +8.3% | +10.6% | -2.3% | +3.9% |
| 3M | +20.2% | +10.8% | +9.4% | +14.2% |
| 6M | +24.9% | +6.5% | +18.4% | +19.7% |
| YTD | +33.2% | +7.5% | +25.7% | +26.5% |
| 1Y | +23.6% | +10.2% | +13.4% | +16.0% |
| 3Y | +1.3% | +34.8% | -33.6% | -14.3% |
| 5Y | -40.6% | +40.0% | -80.6% | -50.3% |
| 10Y | +35.3% | +212.0% | -176.7% | -17.7% |
| All | +1,897.2% | +4,562.8% | -2,665.6% | +489.3% |
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