+16.7%
STM vs YUM
+36.2%
-19.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | +12.0% | +0.1% | +11.9% | +12.0% |
| 30D | -0.4% | +10.0% | -10.3% | -2.1% |
| 3M | -13.2% | +7.5% | -20.7% | -14.4% |
| 6M | -26.1% | +8.8% | -34.9% | -27.8% |
| YTD | +81.2% | +8.2% | +73.0% | +75.7% |
| 1Y | +98.3% | +9.8% | +88.5% | +90.9% |
| 3Y | +16.7% | +36.4% | -19.7% | +1.3% |
| All | +16.7% | +36.2% | -19.5% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling