+275.0%
YUM vs SYF
+333.7%
-58.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.7% | +2.6% | -4.3% | -2.3% |
| 30D | -0.8% | 0.0% | -0.9% | -0.9% |
| 3M | +1.5% | +11.9% | -10.5% | -1.8% |
| 6M | -6.1% | +18.9% | -25.0% | -10.7% |
| YTD | -0.2% | -4.6% | +4.4% | -0.1% |
| 1Y | +2.5% | +6.4% | -3.9% | -0.6% |
| 3Y | +24.6% | +167.2% | -142.6% | -11.0% |
| 5Y | +25.7% | +92.3% | -66.7% | -4.5% |
| 10Y | +179.7% | +263.2% | -83.5% | +47.4% |
| All | +275.0% | +333.7% | -58.8% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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