+20.3%
YUM vs SN
+349.8%
-329.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | -5.2% | -7.2% | +2.0% | -4.7% |
| 30D | -0.1% | -13.4% | +13.3% | +0.9% |
| 3M | -4.3% | +26.8% | -31.1% | -5.8% |
| 6M | -8.7% | +44.6% | -53.3% | -11.1% |
| YTD | -3.5% | +45.3% | -48.8% | -6.1% |
| 1Y | +0.5% | +40.1% | -39.7% | -2.2% |
| All | +20.3% | +349.8% | -329.5% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling