-8.7%
YUM vs SITM
+68.9%
-77.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.8% |
| 7D | -5.2% | +4.8% | -10.0% | -5.1% |
| 30D | -0.1% | -9.7% | +9.6% | -0.2% |
| 3M | -4.3% | -9.3% | +5.0% | -4.7% |
| 6M | -8.7% | +69.5% | -78.2% | -14.0% |
| All | -8.7% | +68.9% | -77.7% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling