+16,011.1%
STX vs YUM
+2,663.8%
+13,347.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.9% |
| 7D | +2.4% | -2.0% | +4.4% | +3.3% |
| 30D | +1.4% | -1.1% | +2.5% | +1.6% |
| 3M | -8.2% | +1.8% | -10.0% | -10.1% |
| 6M | +127.0% | -4.7% | +131.8% | +128.8% |
| YTD | +209.1% | +0.6% | +208.6% | +203.8% |
| 1Y | +365.4% | +6.4% | +359.0% | +340.5% |
| 3Y | +1,135.4% | +22.6% | +1,112.8% | +970.1% |
| 5Y | +991.5% | +26.0% | +965.5% | +828.2% |
| 10Y | +3,695.8% | +174.6% | +3,521.2% | +2,012.5% |
| All | +16,011.1% | +2,663.8% | +13,347.3% | +3,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling