-3.7%
YUM vs SPXS
-36.2%
+32.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.1% |
| 7D | -6.1% | +2.5% | -8.6% | -6.0% |
| 30D | -5.8% | +4.2% | -10.0% | -5.8% |
| 3M | -7.6% | -9.3% | +1.7% | -7.8% |
| 6M | -9.1% | -30.7% | +21.5% | -11.0% |
| YTD | -5.5% | -28.1% | +22.5% | -7.4% |
| 1Y | -3.7% | -35.1% | +31.4% | -7.1% |
| All | -3.7% | -36.2% | +32.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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