+17,056.4%
STX vs YUM
+2,641.8%
+14,414.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.9% |
| 7D | +10.7% | -1.7% | +12.4% | +11.5% |
| 30D | +11.3% | -0.8% | +12.1% | +11.3% |
| 3M | +3.2% | +1.5% | +1.8% | +1.4% |
| 6M | +157.0% | -6.1% | +163.1% | +160.7% |
| YTD | +229.2% | -0.2% | +229.4% | +224.6% |
| 1Y | +381.8% | +2.5% | +379.4% | +364.3% |
| 3Y | +1,383.2% | +24.6% | +1,358.6% | +1,173.9% |
| 5Y | +1,144.9% | +25.7% | +1,119.2% | +959.6% |
| 10Y | +3,676.0% | +179.7% | +3,496.3% | +1,981.9% |
| All | +17,056.4% | +2,641.8% | +14,414.6% | +3,461.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling