+4,173.9%
YUM vs STT
+1,119.3%
+3,054.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.7% | +2.2% | -3.8% | -2.2% |
| 30D | -0.8% | +3.9% | -4.7% | -1.9% |
| 3M | +1.5% | +19.2% | -17.7% | -3.3% |
| 6M | -6.1% | +60.4% | -66.5% | -17.5% |
| YTD | -0.2% | +51.5% | -51.7% | -11.2% |
| 1Y | +2.5% | +76.3% | -73.8% | -12.6% |
| 3Y | +24.6% | +200.7% | -176.1% | -9.0% |
| 5Y | +25.7% | +157.5% | -131.8% | -7.1% |
| 10Y | +179.7% | +262.0% | -82.3% | +78.4% |
| All | +4,173.9% | +1,119.3% | +3,054.5% | +1,228.5% |
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 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