+99.6%
STM vs YUM
+5.7%
+93.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.6% |
| 7D | +5.8% | -2.0% | +7.8% | +5.4% |
| 30D | -1.0% | -1.1% | +0.1% | -1.0% |
| 3M | -33.3% | +1.8% | -35.0% | -32.8% |
| 6M | +57.4% | -4.7% | +62.1% | +58.7% |
| YTD | +102.2% | +0.6% | +101.6% | +104.1% |
| 1Y | +99.6% | +6.4% | +93.2% | +108.8% |
| All | +99.6% | +5.7% | +93.9% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling