+539.5%
STRL vs YUM
+21.5%
+518.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.6% |
| 7D | +8.2% | -3.6% | +11.8% | +7.9% |
| 30D | -6.3% | +0.4% | -6.7% | -6.4% |
| 3M | -41.2% | -3.8% | -37.4% | -41.4% |
| 6M | +20.4% | -8.3% | +28.6% | +20.5% |
| YTD | +61.7% | -2.6% | +64.3% | +61.3% |
| 1Y | +72.7% | +1.5% | +71.2% | +71.6% |
| All | +539.5% | +21.5% | +518.0% | +482.3% |
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