+165.5%
YUM vs SSNC
+173.6%
-8.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -6.1% | -4.0% | -2.0% | -4.7% |
| 30D | -5.8% | +0.5% | -6.4% | -6.1% |
| 3M | -7.6% | +18.9% | -26.6% | -13.7% |
| 6M | -9.1% | +10.8% | -20.0% | -13.2% |
| YTD | -5.5% | -7.1% | +1.6% | -4.1% |
| 1Y | -3.7% | -9.6% | +5.9% | -1.4% |
| 3Y | +17.8% | +51.1% | -33.3% | -2.4% |
| 5Y | +19.3% | +19.7% | -0.4% | +6.4% |
| All | +165.5% | +173.6% | -8.0% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling