+165.5%
YUM vs SM
+23.0%
+142.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.1% | +4.6% | -10.6% | -6.3% |
| 30D | -5.8% | +18.2% | -24.0% | -6.6% |
| 3M | -7.6% | +22.5% | -30.1% | -8.7% |
| 6M | -9.1% | +50.6% | -59.7% | -11.4% |
| YTD | -5.5% | +108.1% | -113.6% | -9.5% |
| 1Y | -3.7% | +46.0% | -49.7% | -6.2% |
| 3Y | +17.8% | +2.9% | +14.9% | +15.5% |
| 5Y | +19.3% | +112.6% | -93.3% | +10.8% |
| All | +165.5% | +23.0% | +142.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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