+248.7%
YUM vs SFM
+108.9%
+139.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.5% |
| 7D | -4.0% | -7.2% | +3.1% | -3.4% |
| 30D | -0.1% | -14.3% | +14.2% | +1.3% |
| 3M | -4.3% | -13.7% | +9.5% | -3.1% |
| 6M | -8.7% | -6.0% | -2.7% | -8.6% |
| YTD | -3.1% | -8.2% | +5.1% | -2.9% |
| 1Y | +1.0% | -46.2% | +47.2% | +5.8% |
| 3Y | +21.0% | +83.6% | -62.6% | +11.8% |
| 5Y | +22.9% | +212.7% | -189.8% | +7.1% |
| 10Y | +177.6% | +273.0% | -95.5% | +132.2% |
| All | +248.7% | +108.9% | +139.8% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling