+340.6%
STRL vs YUM
+36.2%
+304.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -2.8% |
| 7D | +15.7% | +0.1% | +15.5% | +15.7% |
| 30D | -35.5% | +10.0% | -45.4% | -34.2% |
| 3M | -47.1% | +7.5% | -54.6% | -46.1% |
| 6M | -65.8% | +8.8% | -74.6% | -65.1% |
| YTD | -4.5% | +8.2% | -12.7% | -2.7% |
| 1Y | -10.5% | +9.8% | -20.3% | -8.8% |
| 3Y | +340.6% | +36.4% | +304.2% | +296.4% |
| All | +340.6% | +36.2% | +304.4% | +296.4% |
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