+165.5%
YUM vs SIMO
+605.2%
-439.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.3% | -2.7% |
| 7D | -6.1% | +11.0% | -17.1% | -7.0% |
| 30D | -5.8% | +17.9% | -23.7% | -7.4% |
| 3M | -7.6% | +3.9% | -11.5% | -9.0% |
| 6M | -9.1% | +131.0% | -140.2% | -18.8% |
| YTD | -5.5% | +209.3% | -214.8% | -18.9% |
| 1Y | -3.7% | +223.8% | -227.5% | -18.2% |
| 3Y | +17.8% | +479.2% | -461.4% | -9.0% |
| 5Y | +19.3% | +316.0% | -296.8% | -6.2% |
| All | +165.5% | +605.2% | -439.6% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling