+4,535.0%
YUM vs STLD
+5,139.6%
-604.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +1.8% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | +10.0% | -5.6% | +15.5% | +10.9% |
| 3M | +7.5% | -11.7% | +19.2% | +9.3% |
| 6M | +8.8% | -2.8% | +11.6% | +8.2% |
| YTD | +8.2% | +36.4% | -28.2% | +0.5% |
| 1Y | +9.8% | +50.0% | -40.2% | +0.2% |
| 3Y | +36.4% | +122.3% | -85.9% | +12.9% |
| 5Y | +41.7% | +273.2% | -231.5% | +2.9% |
| 10Y | +217.5% | +763.8% | -546.3% | +83.7% |
| All | +4,535.0% | +5,139.6% | -604.6% | +1,511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling