-63.2%
FLUT vs SNY
+2.7%
-65.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -4.0% |
| 7D | +4.2% | +12.4% | -8.2% | -0.1% |
| 30D | +8.0% | +20.1% | -12.1% | +1.3% |
| 3M | -22.1% | +11.2% | -33.3% | -24.9% |
| 6M | -21.7% | +9.5% | -31.2% | -24.3% |
| YTD | -62.0% | +3.4% | -65.4% | -63.0% |
| 1Y | -63.2% | +2.0% | -65.2% | -64.3% |
| All | -63.2% | +2.7% | -65.9% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling