-10.4%
FLUT vs SYF
+257.7%
-268.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.0% |
| 7D | -2.6% | -1.3% | -1.3% | -2.3% |
| 30D | +5.4% | -1.1% | +6.4% | +5.6% |
| 3M | -10.8% | +7.4% | -18.2% | -12.4% |
| 6M | -9.2% | +16.2% | -25.4% | -12.4% |
| YTD | -53.8% | -6.1% | -47.7% | -53.4% |
| 1Y | -66.0% | +3.4% | -69.4% | -66.3% |
| 3Y | -44.7% | +162.9% | -207.5% | -53.5% |
| 5Y | -50.6% | +85.6% | -136.2% | -57.6% |
| 10Y | -10.4% | +262.7% | -273.2% | -26.0% |
| All | -10.4% | +257.7% | -268.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling