-26.1%
FLUT vs SYF
+176.2%
-202.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -1.2% | -3.3% | +2.0% | -0.5% |
| 30D | +5.0% | -2.2% | +7.2% | +5.5% |
| 3M | -16.4% | -9.3% | -7.1% | -14.7% |
| 6M | -14.6% | +2.1% | -16.6% | -15.3% |
| YTD | -61.9% | -12.6% | -49.2% | -61.0% |
| 1Y | -65.0% | -3.4% | -61.6% | -64.9% |
| 3Y | -44.8% | +156.5% | -201.3% | -53.4% |
| 5Y | -49.9% | +59.6% | -109.5% | -56.3% |
| All | -26.1% | +176.2% | -202.2% | -37.5% |
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