+165.5%
YUM vs SAN
+357.1%
-191.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.6% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -5.8% | +0.9% | -6.8% | -6.0% |
| 3M | -7.6% | +19.1% | -26.7% | -11.4% |
| 6M | -9.1% | +33.2% | -42.3% | -15.4% |
| YTD | -5.5% | +29.1% | -34.6% | -11.8% |
| 1Y | -3.7% | +50.2% | -54.0% | -13.5% |
| 3Y | +17.8% | +351.0% | -333.2% | -20.8% |
| 5Y | +19.3% | +394.7% | -375.4% | -24.2% |
| All | +165.5% | +357.1% | -191.5% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling