-25.9%
STRL vs YUM
+15.9%
-41.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.9% | -27.4% | -17.7% |
| 7D | -27.1% | +10.8% | -37.8% | -22.0% |
| 30D | -45.8% | +21.4% | -67.2% | -39.8% |
| 3M | -47.6% | +13.2% | -60.8% | -43.2% |
| 6M | -46.4% | +8.8% | -55.2% | -42.1% |
| YTD | -7.4% | +11.5% | -18.9% | +3.0% |
| 1Y | -25.9% | +13.4% | -39.2% | -17.8% |
| All | -25.9% | +15.9% | -41.8% | -17.8% |
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