+671.8%
YUM vs SCHG
+1,132.2%
-460.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -6.1% | -1.0% | -5.0% | -5.5% |
| 30D | -5.8% | -1.3% | -4.6% | -5.2% |
| 3M | -7.6% | +5.4% | -13.1% | -10.8% |
| 6M | -9.1% | +14.4% | -23.6% | -17.0% |
| YTD | -5.5% | +8.0% | -13.6% | -10.8% |
| 1Y | -3.7% | +12.7% | -16.4% | -11.9% |
| 3Y | +17.8% | +85.6% | -67.8% | -25.3% |
| 5Y | +19.3% | +85.5% | -66.3% | -26.5% |
| 10Y | +170.7% | +456.0% | -285.3% | -36.7% |
| All | +671.8% | +1,132.2% | -460.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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