+20.0%
YUM vs SFM
+213.6%
-193.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -10.6% | +4.6% | -5.0% |
| 30D | -5.8% | -15.5% | +9.6% | -4.2% |
| 3M | -7.6% | -17.4% | +9.8% | -6.0% |
| 6M | -9.1% | -3.4% | -5.7% | -9.2% |
| YTD | -5.5% | -8.7% | +3.2% | -5.2% |
| 1Y | -3.7% | -47.2% | +43.5% | +1.9% |
| 3Y | +17.8% | +82.7% | -64.9% | +5.4% |
| All | +20.0% | +213.6% | -193.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling