+17.8%
YUM vs SITM
+452.7%
-434.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.1% |
| 7D | -6.1% | +3.9% | -9.9% | -6.0% |
| 30D | -5.8% | -6.6% | +0.8% | -5.8% |
| 3M | -7.6% | -11.9% | +4.2% | -7.6% |
| 6M | -9.1% | +81.1% | -90.3% | -9.5% |
| YTD | -5.5% | +80.0% | -85.5% | -5.9% |
| 1Y | -3.7% | +145.8% | -149.5% | -4.3% |
| 3Y | +17.8% | +475.9% | -458.1% | +8.4% |
| All | +17.8% | +452.7% | -434.9% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling