+3,343.4%
STX vs YUM
+171.3%
+3,172.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.9% |
| 7D | -2.3% | -6.1% | +3.8% | +0.2% |
| 30D | -5.5% | -5.8% | +0.4% | -3.5% |
| 3M | -4.3% | -7.6% | +3.3% | -2.1% |
| 6M | +115.6% | -9.1% | +124.8% | +121.4% |
| YTD | +202.2% | -5.5% | +207.7% | +205.2% |
| 1Y | +325.3% | -3.7% | +329.0% | +322.5% |
| 3Y | +1,283.9% | +17.8% | +1,266.1% | +1,124.4% |
| 5Y | +1,048.3% | +19.3% | +1,029.0% | +901.8% |
| All | +3,343.4% | +171.3% | +3,172.1% | +1,943.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling