+3,947.2%
YUM vs SCCO
+25,421.1%
-21,473.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -6.1% | -2.7% | -3.4% | -5.6% |
| 30D | -5.8% | -0.7% | -5.1% | -6.0% |
| 3M | -7.6% | +8.1% | -15.7% | -9.7% |
| 6M | -9.1% | +4.1% | -13.3% | -11.4% |
| YTD | -5.5% | +41.1% | -46.6% | -14.1% |
| 1Y | -3.7% | +95.6% | -99.3% | -18.6% |
| 3Y | +17.8% | +179.3% | -161.5% | -10.1% |
| 5Y | +19.3% | +308.3% | -289.0% | -18.2% |
| 10Y | +170.7% | +1,090.2% | -919.5% | +41.6% |
| All | +3,947.2% | +25,421.1% | -21,473.9% | +1,122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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