-8.7%
YUM vs SGI
-12.8%
+4.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.7% |
| 7D | -4.0% | +0.6% | -4.6% | -4.1% |
| 30D | -0.1% | +5.5% | -5.6% | -0.6% |
| 3M | -4.3% | -3.6% | -0.7% | -4.2% |
| 6M | -8.7% | -15.0% | +6.3% | -7.5% |
| All | -8.7% | -12.8% | +4.1% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling