-3.7%
YUM vs SN
+38.1%
-41.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -6.1% | -7.3% | +1.2% | -5.4% |
| 30D | -5.8% | -13.6% | +7.8% | -4.5% |
| 3M | -7.6% | +18.6% | -26.2% | -9.1% |
| 6M | -9.1% | +46.0% | -55.1% | -12.5% |
| YTD | -5.5% | +43.7% | -49.2% | -8.9% |
| 1Y | -3.7% | +39.2% | -42.9% | -9.8% |
| All | -3.7% | +38.1% | -41.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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