+61.6%
STRL vs YUM
-2.1%
+63.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +4.6% |
| 7D | +5.0% | -6.1% | +11.1% | +2.6% |
| 30D | -6.9% | -5.8% | -1.1% | -8.7% |
| 3M | -39.1% | -7.6% | -31.4% | -40.5% |
| 6M | +21.5% | -9.1% | +30.7% | +19.5% |
| YTD | +66.9% | -5.5% | +72.4% | +67.2% |
| 1Y | +61.6% | -3.7% | +65.4% | +63.9% |
| All | +61.6% | -2.1% | +63.7% | +63.9% |
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