+617.5%
YUM vs SSNC
+1,015.4%
-397.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -5.2% | -6.7% | +1.6% | -3.0% |
| 30D | -0.1% | -0.8% | +0.7% | +0.1% |
| 3M | -4.3% | +16.1% | -20.3% | -9.3% |
| 6M | -8.7% | +7.9% | -16.7% | -11.6% |
| YTD | -3.5% | -8.7% | +5.2% | -1.7% |
| 1Y | +0.5% | -9.5% | +9.9% | +2.5% |
| 3Y | +20.5% | +47.7% | -27.1% | +2.9% |
| 5Y | +21.8% | +17.6% | +4.2% | +10.8% |
| 10Y | +176.5% | +167.7% | +8.8% | +87.1% |
| All | +617.5% | +1,015.4% | -397.9% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling