+25.7%
YUM vs STLD
+291.8%
-266.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.7% | +2.7% | -4.3% | -1.9% |
| 30D | -0.8% | -8.4% | +7.6% | 0.0% |
| 3M | +1.5% | -9.9% | +11.3% | +2.3% |
| 6M | -6.1% | +33.0% | -39.1% | -9.6% |
| YTD | -0.2% | +42.6% | -42.8% | -4.9% |
| 1Y | +2.5% | +80.8% | -78.3% | -5.3% |
| 3Y | +24.6% | +143.4% | -118.8% | +8.7% |
| 5Y | +25.7% | +293.4% | -267.8% | -1.4% |
| All | +25.7% | +291.8% | -266.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling