+21.4%
YUM vs SIMO
+469.0%
-447.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.5% |
| 7D | -3.6% | +14.5% | -18.1% | -4.0% |
| 30D | +0.4% | +20.4% | -20.0% | -0.3% |
| 3M | -3.8% | +7.1% | -10.9% | -4.6% |
| 6M | -8.3% | +129.2% | -137.5% | -12.9% |
| YTD | -2.6% | +201.9% | -204.6% | -9.4% |
| 1Y | +1.5% | +235.5% | -234.0% | -6.8% |
| All | +21.4% | +469.0% | -447.6% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling