+20.0%
YUM vs SPXU
-86.1%
+106.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.5% |
| 7D | -6.1% | +2.5% | -8.5% | -5.6% |
| 30D | -5.8% | +4.2% | -10.0% | -5.1% |
| 3M | -7.6% | -9.3% | +1.6% | -9.0% |
| 6M | -9.1% | -30.7% | +21.5% | -14.5% |
| YTD | -5.5% | -28.1% | +22.6% | -10.3% |
| 1Y | -3.7% | -35.2% | +31.5% | -10.2% |
| 3Y | +17.8% | -79.9% | +97.7% | -9.5% |
| All | +20.0% | -86.1% | +106.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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