+17.7%
STM vs YUM
+20.4%
-2.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -1.1% | -5.2% | +4.1% | +0.2% |
| 30D | -7.8% | -0.1% | -7.7% | -8.1% |
| 3M | -28.2% | -4.3% | -23.9% | -27.9% |
| 6M | +52.0% | -8.7% | +60.7% | +55.0% |
| YTD | +96.4% | -3.5% | +99.9% | +94.8% |
| 1Y | +98.8% | +0.5% | +98.4% | +93.0% |
| All | +17.7% | +20.4% | -2.7% | +4.7% |
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