+3,807.5%
YUM vs SPYG
+553.6%
+3,253.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.4% |
| 7D | -5.2% | -1.8% | -3.4% | -4.1% |
| 30D | -0.1% | -1.9% | +1.8% | +1.0% |
| 3M | -4.3% | +5.2% | -9.4% | -7.6% |
| 6M | -8.7% | +15.6% | -24.3% | -17.2% |
| YTD | -3.5% | +12.4% | -15.9% | -11.2% |
| 1Y | +0.5% | +17.5% | -17.0% | -10.5% |
| 3Y | +20.5% | +98.1% | -77.5% | -25.0% |
| 5Y | +21.8% | +84.9% | -63.1% | -22.4% |
| 10Y | +176.5% | +417.7% | -241.2% | -11.7% |
| All | +3,807.5% | +553.6% | +3,253.9% | +814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling