+1,093.6%
YUM vs SIMO
+3,332.4%
-2,238.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.7% | -9.9% | -2.1% |
| 7D | -2.0% | +4.2% | -6.3% | -2.5% |
| 30D | -1.1% | +4.1% | -5.2% | -1.8% |
| 3M | +1.8% | -12.9% | +14.7% | +1.8% |
| 6M | -4.7% | +110.3% | -115.1% | -14.8% |
| YTD | +0.6% | +178.6% | -178.0% | -13.3% |
| 1Y | +6.4% | +220.0% | -213.6% | -10.2% |
| 3Y | +22.6% | +409.0% | -386.4% | -3.6% |
| 5Y | +26.0% | +277.3% | -251.4% | +0.2% |
| 10Y | +174.6% | +506.6% | -332.0% | +98.2% |
| All | +1,093.6% | +3,332.4% | -2,238.8% | +485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling