+2,125.4%
STRL vs YUM
+22.4%
+2,102.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | +8.2% | -3.6% | +11.8% | +9.0% |
| 30D | -6.3% | +0.4% | -6.7% | -6.7% |
| 3M | -41.2% | -3.8% | -37.4% | -41.1% |
| 6M | +20.4% | -8.3% | +28.6% | +22.0% |
| YTD | +61.7% | -2.6% | +64.3% | +60.4% |
| 1Y | +72.7% | +1.5% | +71.2% | +67.8% |
| 3Y | +530.9% | +21.6% | +509.3% | +439.1% |
| 5Y | +2,125.4% | +23.5% | +2,101.9% | +1,739.2% |
| All | +2,125.4% | +22.4% | +2,102.9% | +1,739.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling