+165.5%
YUM vs STLA
+55.1%
+110.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.5% |
| 7D | -6.1% | -2.9% | -3.2% | -5.6% |
| 30D | -5.8% | +0.9% | -6.8% | -6.1% |
| 3M | -7.6% | -21.6% | +14.0% | -3.9% |
| 6M | -9.1% | -21.6% | +12.5% | -6.0% |
| YTD | -5.5% | -50.4% | +44.9% | +5.4% |
| 1Y | -3.7% | -43.6% | +39.9% | +3.8% |
| 3Y | +17.8% | -66.4% | +84.2% | +36.9% |
| 5Y | +19.3% | -62.3% | +81.6% | +31.1% |
| All | +165.5% | +55.1% | +110.5% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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