+4,173.9%
YUM vs SM
+367.1%
+3,806.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -0.8% | +31.5% | -32.3% | -3.2% |
| 3M | +1.5% | +17.3% | -15.9% | -0.3% |
| 6M | -6.1% | +48.5% | -54.6% | -10.0% |
| YTD | -0.2% | +106.3% | -106.5% | -7.2% |
| 1Y | +2.5% | +47.3% | -44.8% | -2.2% |
| 3Y | +24.6% | -1.4% | +26.0% | +20.7% |
| 5Y | +25.7% | +114.0% | -88.4% | +10.2% |
| 10Y | +179.7% | +12.5% | +167.2% | +109.9% |
| All | +4,173.9% | +367.1% | +3,806.8% | +2,323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling