+4,070.4%
YUM vs SMTC
+2,041.3%
+2,029.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -3.6% | +22.5% | -26.0% | -5.8% |
| 30D | +0.4% | +24.9% | -24.5% | -2.5% |
| 3M | -3.8% | +4.1% | -7.9% | -5.7% |
| 6M | -8.3% | +92.6% | -100.8% | -17.1% |
| YTD | -2.6% | +122.5% | -125.1% | -13.8% |
| 1Y | +1.5% | +166.2% | -164.7% | -12.6% |
| 3Y | +21.6% | +577.2% | -555.6% | -14.2% |
| 5Y | +23.5% | +119.0% | -95.5% | -1.3% |
| 10Y | +178.9% | +527.9% | -348.9% | +86.4% |
| All | +4,070.4% | +2,041.3% | +2,029.2% | +1,944.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling