+165.5%
YUM vs SIRI
-10.2%
+175.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -6.1% | +0.6% | -6.6% | -6.1% |
| 30D | -5.8% | +2.5% | -8.3% | -6.3% |
| 3M | -7.6% | +6.6% | -14.2% | -8.8% |
| 6M | -9.1% | +32.9% | -42.0% | -13.9% |
| YTD | -5.5% | +50.5% | -56.0% | -12.5% |
| 1Y | -3.7% | +28.0% | -31.7% | -8.6% |
| 3Y | +17.8% | -22.4% | +40.2% | +17.5% |
| 5Y | +19.3% | -41.3% | +60.6% | +20.9% |
| All | +165.5% | -10.2% | +175.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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