+1,034.1%
YUM vs SPXS
-100.0%
+1,134.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.7% |
| 7D | -6.1% | +2.5% | -8.6% | -5.4% |
| 30D | -5.8% | +4.2% | -10.0% | -4.7% |
| 3M | -7.6% | -9.3% | +1.7% | -9.8% |
| 6M | -9.1% | -30.7% | +21.5% | -17.0% |
| YTD | -5.5% | -28.1% | +22.5% | -12.6% |
| 1Y | -3.7% | -35.1% | +31.4% | -13.1% |
| 3Y | +17.8% | -79.6% | +97.4% | -17.8% |
| 5Y | +19.3% | -86.3% | +105.5% | -16.6% |
| 10Y | +170.7% | -99.5% | +270.3% | -10.0% |
| All | +1,034.1% | -100.0% | +1,134.1% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling