+9.0%
YUM vs SARO
-23.9%
+32.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.0% |
| 7D | -2.4% | -4.9% | +2.5% | -2.1% |
| 30D | -0.7% | -15.4% | +14.7% | +0.6% |
| 3M | -4.7% | -12.3% | +7.6% | -3.8% |
| 6M | -7.9% | -9.4% | +1.6% | -7.5% |
| YTD | -1.9% | -17.7% | +15.9% | -0.9% |
| 1Y | -0.2% | -13.1% | +12.9% | +0.1% |
| All | +9.0% | -23.9% | +32.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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