+171.2%
YUM vs STLD
+1,117.5%
-946.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -5.2% | -3.6% | -1.6% | -4.6% |
| 30D | -0.1% | -10.1% | +10.0% | +1.6% |
| 3M | -4.3% | -11.4% | +7.2% | -2.7% |
| 6M | -8.7% | +30.8% | -39.5% | -14.0% |
| YTD | -3.5% | +40.7% | -44.2% | -10.5% |
| 1Y | +0.5% | +80.8% | -80.3% | -11.5% |
| 3Y | +20.5% | +140.2% | -119.6% | -2.2% |
| 5Y | +21.8% | +288.5% | -266.7% | -14.8% |
| All | +171.2% | +1,117.5% | -946.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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