+66.5%
YUM vs SITM
+4,532.8%
-4,466.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | -5.2% | +4.8% | -10.0% | -5.4% |
| 30D | -0.1% | -9.7% | +9.6% | +0.3% |
| 3M | -4.3% | -9.3% | +5.0% | -4.5% |
| 6M | -8.7% | +69.5% | -78.2% | -12.9% |
| YTD | -3.5% | +70.5% | -74.0% | -8.3% |
| 1Y | +0.5% | +145.3% | -144.8% | -7.4% |
| 3Y | +20.5% | +432.8% | -412.3% | -0.2% |
| 5Y | +21.8% | +174.0% | -152.2% | +1.4% |
| All | +66.5% | +4,532.8% | -4,466.4% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling