+20.0%
YUM vs SGI
+47.3%
-27.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | -6.1% | -4.5% | -1.6% | -5.4% |
| 30D | -5.8% | +4.2% | -10.0% | -6.5% |
| 3M | -7.6% | -7.4% | -0.2% | -6.8% |
| 6M | -9.1% | -15.1% | +5.9% | -7.4% |
| YTD | -5.5% | -24.7% | +19.2% | -2.0% |
| 1Y | -3.7% | -21.8% | +18.0% | -1.1% |
| 3Y | +17.8% | +50.0% | -32.2% | +4.1% |
| All | +20.0% | +47.3% | -27.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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