+16.0%
YUM vs SN
+490.7%
-474.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -2.0% | -9.3% | +7.3% | -1.5% |
| 30D | -1.1% | -4.8% | +3.7% | -0.8% |
| 3M | +1.8% | +40.4% | -38.6% | -0.3% |
| 6M | -4.7% | +50.9% | -55.7% | -7.2% |
| YTD | +0.6% | +54.9% | -54.4% | -2.2% |
| 1Y | +6.4% | +43.0% | -36.6% | +3.7% |
| 3Y | +22.6% | +391.8% | -369.2% | +12.0% |
| All | +16.0% | +490.7% | -474.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling