+2,023.5%
FLUT vs SNY
+258.6%
+1,764.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.6% | -3.6% | +0.1% | -3.3% |
| 30D | -0.3% | -1.9% | +1.6% | -0.2% |
| 3M | -12.6% | -2.0% | -10.7% | -12.5% |
| 6M | -8.0% | +2.5% | -10.5% | -8.1% |
| YTD | -54.1% | -7.0% | -47.2% | -53.9% |
| 1Y | -66.1% | -4.4% | -61.7% | -66.0% |
| 3Y | -45.0% | -8.4% | -36.6% | -45.0% |
| 5Y | -51.2% | +9.5% | -60.8% | -51.8% |
| 10Y | -11.0% | +64.3% | -75.3% | -13.4% |
| All | +2,023.5% | +258.6% | +1,764.9% | +1,896.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling