+1,742.6%
YUM vs SGI
+2,032.3%
-289.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | +0.4% | +5.5% | -5.1% | -0.7% |
| 3M | -3.8% | -3.6% | -0.2% | -3.6% |
| 6M | -8.3% | -15.0% | +6.7% | -6.4% |
| YTD | -2.6% | -23.0% | +20.4% | +0.8% |
| 1Y | +1.5% | -18.4% | +19.9% | +3.7% |
| 3Y | +21.6% | +57.8% | -36.2% | +8.4% |
| 5Y | +23.5% | +51.5% | -28.0% | +7.8% |
| 10Y | +178.9% | +275.2% | -96.2% | +88.0% |
| All | +1,742.6% | +2,032.3% | -289.7% | +625.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling