+516.3%
STM vs YUM
+4,229.6%
-3,713.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +5.2% | -1.7% | +6.9% | +6.0% |
| 30D | -7.4% | -0.8% | -6.5% | -7.4% |
| 3M | -30.6% | +1.5% | -32.1% | -31.8% |
| 6M | +66.4% | -6.1% | +72.5% | +68.8% |
| YTD | +101.1% | -0.2% | +101.4% | +97.5% |
| 1Y | +97.4% | +2.5% | +94.9% | +90.2% |
| 3Y | +21.1% | +24.6% | -3.5% | +5.4% |
| 5Y | +22.5% | +25.7% | -3.2% | +7.0% |
| 10Y | +657.6% | +179.7% | +477.9% | +362.0% |
| All | +516.3% | +4,229.6% | -3,713.3% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling