+240.5%
YUM vs SPMO
+566.1%
-325.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -6.1% | -0.9% | -5.1% | -5.7% |
| 30D | -5.8% | -1.9% | -3.9% | -5.1% |
| 3M | -7.6% | -1.4% | -6.3% | -8.1% |
| 6M | -9.1% | +25.5% | -34.6% | -20.8% |
| YTD | -5.5% | +24.8% | -30.4% | -17.5% |
| 1Y | -3.7% | +24.5% | -28.2% | -16.2% |
| 3Y | +17.8% | +157.1% | -139.3% | -34.8% |
| 5Y | +19.3% | +149.5% | -130.2% | -33.3% |
| 10Y | +170.7% | +518.1% | -347.3% | -4.8% |
| All | +240.5% | +566.1% | -325.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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