+17.8%
YUM vs SPYG
+98.4%
-80.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -6.1% | -0.9% | -5.2% | -5.9% |
| 30D | -5.8% | -1.5% | -4.3% | -5.6% |
| 3M | -7.6% | +3.7% | -11.4% | -8.3% |
| 6M | -9.1% | +16.4% | -25.6% | -12.1% |
| YTD | -5.5% | +13.3% | -18.9% | -8.2% |
| 1Y | -3.7% | +17.9% | -21.6% | -7.5% |
| 3Y | +17.8% | +98.3% | -80.5% | -9.2% |
| All | +17.8% | +98.4% | -80.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling