+3,947.2%
YUM vs SIRI
-78.4%
+4,025.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -6.1% | +0.6% | -6.6% | -6.1% |
| 30D | -5.8% | +2.5% | -8.3% | -6.0% |
| 3M | -7.6% | +6.6% | -14.2% | -8.1% |
| 6M | -9.1% | +32.9% | -42.0% | -11.1% |
| YTD | -5.5% | +50.5% | -56.0% | -8.4% |
| 1Y | -3.7% | +28.0% | -31.7% | -5.7% |
| 3Y | +17.8% | -22.4% | +40.2% | +17.6% |
| 5Y | +19.3% | -41.3% | +60.6% | +20.0% |
| 10Y | +170.7% | -10.4% | +181.1% | +164.3% |
| All | +3,947.2% | -78.4% | +4,025.6% | +3,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling