+586.4%
YUM vs STLA
+252.7%
+333.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -0.8% | -2.4% | +1.5% | -0.6% |
| 3M | +1.5% | -23.9% | +25.3% | +5.1% |
| 6M | -6.1% | -24.6% | +18.5% | -2.9% |
| YTD | -0.2% | -50.5% | +50.3% | +8.9% |
| 1Y | +2.5% | -39.8% | +42.3% | +7.8% |
| 3Y | +24.6% | -65.6% | +90.2% | +39.6% |
| 5Y | +25.7% | -62.1% | +87.7% | +36.1% |
| 10Y | +179.7% | +47.8% | +131.9% | +143.6% |
| All | +586.4% | +252.7% | +333.7% | +474.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling