+4,535.0%
YUM vs STT
+1,008.1%
+3,526.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +0.1% | +4.8% | -4.6% | -1.1% |
| 30D | +10.0% | +3.9% | +6.0% | +8.8% |
| 3M | +7.5% | -8.2% | +15.6% | +9.7% |
| 6M | +8.8% | +15.6% | -6.8% | +4.3% |
| YTD | +8.2% | +37.6% | -29.4% | -1.4% |
| 1Y | +9.8% | +50.1% | -40.3% | -2.3% |
| 3Y | +36.4% | +183.1% | -146.6% | +1.1% |
| 5Y | +41.7% | +104.8% | -63.2% | +11.3% |
| 10Y | +217.5% | +201.9% | +15.6% | +112.3% |
| All | +4,535.0% | +1,008.1% | +3,526.9% | +1,375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling