+165.5%
YUM vs SMTC
+548.2%
-382.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -2.5% |
| 7D | -6.1% | +13.1% | -19.1% | -7.1% |
| 30D | -5.8% | +19.5% | -25.3% | -7.6% |
| 3M | -7.6% | +2.2% | -9.9% | -8.8% |
| 6M | -9.1% | +94.9% | -104.0% | -16.5% |
| YTD | -5.5% | +127.0% | -132.5% | -14.7% |
| 1Y | -3.7% | +174.6% | -178.3% | -15.4% |
| 3Y | +17.8% | +615.9% | -598.1% | -17.6% |
| 5Y | +19.3% | +125.6% | -106.3% | +0.3% |
| All | +165.5% | +548.2% | -382.7% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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