-43.6%
FLUT vs SNY
-9.6%
-34.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.4% | -3.3% | +3.8% | +0.8% |
| 30D | +2.5% | -2.2% | +4.7% | +2.8% |
| 3M | -9.2% | -3.0% | -6.2% | -8.9% |
| 6M | -8.2% | +2.7% | -11.0% | -8.3% |
| YTD | -53.2% | -6.8% | -46.4% | -53.0% |
| 1Y | -65.6% | -5.3% | -60.3% | -65.4% |
| 3Y | -43.6% | -9.8% | -33.8% | -42.9% |
| All | -43.6% | -9.6% | -34.0% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling