+21.8%
YUM vs STLA
-63.7%
+85.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.2% | -3.8% | -1.4% | -4.8% |
| 30D | -0.1% | -3.1% | +3.0% | +0.2% |
| 3M | -4.3% | -19.6% | +15.4% | -2.0% |
| 6M | -8.7% | -23.5% | +14.8% | -6.3% |
| YTD | -3.5% | -51.5% | +48.0% | +4.7% |
| 1Y | +0.5% | -39.7% | +40.1% | +4.4% |
| 3Y | +20.5% | -66.3% | +86.8% | +34.8% |
| 5Y | +21.8% | -63.1% | +85.0% | +26.3% |
| All | +21.8% | -63.7% | +85.5% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling