-26.1%
FLUT vs SYF
+219.4%
-245.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -6.5% | -4.3% | -2.2% | -5.6% |
| 30D | +2.8% | +1.0% | +1.7% | +2.6% |
| 3M | -13.5% | -6.4% | -7.0% | -12.3% |
| 6M | -19.0% | +1.0% | -20.0% | -19.4% |
| YTD | -61.9% | -10.7% | -51.1% | -61.1% |
| 1Y | -63.2% | +1.8% | -65.0% | -63.4% |
| 3Y | -46.0% | +165.8% | -211.9% | -54.7% |
| 5Y | -51.8% | +65.9% | -117.7% | -58.1% |
| 10Y | -26.1% | +206.0% | -232.0% | -37.9% |
| All | -26.1% | +219.4% | -245.5% | -37.9% |
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