+22.9%
YUM vs STT
+154.2%
-131.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.6% | +1.0% | -4.5% | -3.8% |
| 30D | +0.4% | +2.8% | -2.4% | -0.2% |
| 3M | -3.8% | +18.1% | -21.9% | -7.3% |
| 6M | -8.3% | +59.2% | -67.5% | -17.4% |
| YTD | -2.6% | +51.5% | -54.1% | -11.5% |
| 1Y | +1.5% | +75.7% | -74.2% | -11.1% |
| 3Y | +21.6% | +200.8% | -179.2% | -7.5% |
| All | +22.9% | +154.2% | -131.3% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling