+82.8%
YUMC vs SPY
+319.0%
-236.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -2.9% | -0.8% | -2.2% | -2.4% |
| 30D | -11.1% | -1.1% | -10.0% | -10.5% |
| 3M | -2.3% | +3.9% | -6.2% | -5.0% |
| 6M | -19.0% | +13.6% | -32.6% | -26.2% |
| YTD | -9.7% | +12.7% | -22.4% | -17.3% |
| 1Y | -4.5% | +17.5% | -22.0% | -15.2% |
| 3Y | -14.9% | +76.9% | -91.8% | -43.9% |
| 5Y | -26.2% | +83.6% | -109.8% | -52.8% |
| All | +82.8% | +319.0% | -236.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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