+63.0%
YUM vs SITM
+4,789.7%
-4,726.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.4% |
| 7D | -6.1% | +3.9% | -9.9% | -6.3% |
| 30D | -5.8% | -6.6% | +0.8% | -5.6% |
| 3M | -7.6% | -11.9% | +4.2% | -7.6% |
| 6M | -9.1% | +81.1% | -90.3% | -13.6% |
| YTD | -5.5% | +80.0% | -85.5% | -10.5% |
| 1Y | -3.7% | +145.8% | -149.5% | -11.2% |
| 3Y | +17.8% | +475.9% | -458.1% | -2.9% |
| 5Y | +19.3% | +189.2% | -169.9% | -1.1% |
| All | +63.0% | +4,789.7% | -4,726.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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