-3.7%
YUM vs SIMO
+239.1%
-242.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.3% | -2.1% |
| 7D | -6.1% | +11.0% | -17.1% | -6.0% |
| 30D | -5.8% | +17.9% | -23.7% | -5.8% |
| 3M | -7.6% | +3.9% | -11.5% | -8.0% |
| 6M | -9.1% | +131.0% | -140.2% | -9.4% |
| YTD | -5.5% | +209.3% | -214.8% | -3.8% |
| 1Y | -3.7% | +223.8% | -227.5% | -2.5% |
| All | -3.7% | +239.1% | -242.8% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling