+2,355.8%
YUM vs SBAC
+2,199.0%
+156.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -0.8% | +3.2% | -4.1% | -1.1% |
| 3M | +1.5% | -5.1% | +6.5% | +1.9% |
| 6M | -6.1% | -2.1% | -4.0% | -6.2% |
| YTD | -0.2% | -0.5% | +0.3% | -0.6% |
| 1Y | +2.5% | +1.1% | +1.3% | +2.0% |
| 3Y | +24.6% | -7.4% | +32.0% | +24.6% |
| 5Y | +25.7% | -44.3% | +70.0% | +31.1% |
| 10Y | +179.7% | +77.6% | +102.1% | +164.7% |
| All | +2,355.8% | +2,199.0% | +156.8% | +1,797.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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