+20.0%
YUM vs SPXS
-86.0%
+106.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.5% |
| 7D | -6.1% | +2.5% | -8.6% | -5.6% |
| 30D | -5.8% | +4.2% | -10.0% | -5.1% |
| 3M | -7.6% | -9.3% | +1.7% | -9.0% |
| 6M | -9.1% | -30.7% | +21.5% | -14.5% |
| YTD | -5.5% | -28.1% | +22.5% | -10.3% |
| 1Y | -3.7% | -35.1% | +31.4% | -10.1% |
| 3Y | +17.8% | -79.6% | +97.4% | -9.1% |
| All | +20.0% | -86.0% | +106.0% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling