+4,173.9%
YUM vs SPY
+1,222.3%
+2,951.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | -1.7% | +0.5% | -2.2% | -2.1% |
| 30D | -0.8% | -0.9% | +0.1% | -0.2% |
| 3M | +1.5% | +3.9% | -2.4% | -1.7% |
| 6M | -6.1% | +14.5% | -20.6% | -15.7% |
| YTD | -0.2% | +12.9% | -13.1% | -9.6% |
| 1Y | +2.5% | +19.4% | -16.9% | -11.2% |
| 3Y | +24.6% | +78.5% | -53.9% | -22.1% |
| 5Y | +25.7% | +81.8% | -56.1% | -23.5% |
| 10Y | +179.7% | +311.5% | -131.8% | -10.8% |
| All | +4,173.9% | +1,222.3% | +2,951.5% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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