-3.7%
YUM vs SFM
-46.0%
+42.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -10.6% | +4.6% | -5.2% |
| 30D | -5.8% | -15.5% | +9.6% | -4.5% |
| 3M | -7.6% | -17.4% | +9.8% | -6.5% |
| 6M | -9.1% | -3.4% | -5.7% | -8.9% |
| YTD | -5.5% | -8.7% | +3.2% | -5.2% |
| 1Y | -3.7% | -47.2% | +43.5% | -4.4% |
| All | -3.7% | -46.0% | +42.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling