+655.9%
STM vs YUM
+171.3%
+484.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.8% |
| 7D | -1.4% | -6.1% | +4.7% | +2.4% |
| 30D | -4.9% | -5.8% | +0.9% | -1.9% |
| 3M | -34.0% | -7.6% | -26.4% | -31.7% |
| 6M | +51.8% | -9.1% | +61.0% | +57.7% |
| YTD | +99.4% | -5.5% | +104.9% | +100.2% |
| 1Y | +99.1% | -3.7% | +102.8% | +95.5% |
| 3Y | +19.5% | +17.8% | +1.7% | -0.8% |
| 5Y | +19.5% | +19.3% | +0.2% | -1.9% |
| All | +655.9% | +171.3% | +484.6% | +265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling