+6,906.6%
STRL vs YUM
+177.1%
+6,729.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | +5.4% | -5.2% | +10.6% | +7.8% |
| 30D | -9.0% | -0.1% | -8.9% | -9.4% |
| 3M | -37.1% | -4.3% | -32.8% | -36.6% |
| 6M | +17.8% | -8.7% | +26.5% | +20.6% |
| YTD | +58.3% | -3.5% | +61.8% | +57.2% |
| 1Y | +61.0% | +0.5% | +60.6% | +55.3% |
| 3Y | +517.8% | +20.5% | +497.3% | +420.4% |
| 5Y | +2,119.0% | +21.8% | +2,097.2% | +1,735.7% |
| All | +6,906.6% | +177.1% | +6,729.5% | +3,974.7% |
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 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