+165.5%
YUM vs STT
+271.9%
-106.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -6.1% | -0.4% | -5.6% | -6.0% |
| 30D | -5.8% | +1.7% | -7.6% | -6.3% |
| 3M | -7.6% | +17.9% | -25.5% | -11.8% |
| 6M | -9.1% | +55.3% | -64.4% | -19.7% |
| YTD | -5.5% | +52.7% | -58.2% | -16.4% |
| 1Y | -3.7% | +75.7% | -79.4% | -18.3% |
| 3Y | +17.8% | +197.9% | -180.1% | -15.2% |
| 5Y | +19.3% | +158.8% | -139.5% | -13.7% |
| All | +165.5% | +271.9% | -106.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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