-3.7%
YUM vs SMTC
+169.6%
-173.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -1.9% |
| 7D | -6.1% | +13.1% | -19.1% | -5.5% |
| 30D | -5.8% | +19.5% | -25.3% | -4.9% |
| 3M | -7.6% | +2.2% | -9.9% | -7.1% |
| 6M | -9.1% | +94.9% | -104.0% | -7.5% |
| YTD | -5.5% | +127.0% | -132.5% | -2.9% |
| 1Y | -3.7% | +174.6% | -178.3% | 0.0% |
| All | -3.7% | +169.6% | -173.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling