+24.8%
YUM vs SN
+671.3%
-646.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.0% |
| 7D | +0.1% | +1.5% | -1.4% | 0.0% |
| 30D | +10.0% | +21.5% | -11.5% | +8.5% |
| 3M | +7.5% | +20.0% | -12.6% | +6.0% |
| 6M | +8.8% | +119.9% | -111.1% | +3.5% |
| YTD | +8.2% | +102.3% | -94.1% | +3.2% |
| 1Y | +9.8% | +148.0% | -138.2% | +3.8% |
| 3Y | +36.4% | +450.0% | -413.6% | +22.7% |
| All | +24.8% | +671.3% | -646.5% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling