-45.3%
FLUT vs SYF
+159.4%
-204.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -0.7% | -2.0% | +1.3% | +0.1% |
| 30D | +9.3% | +1.2% | +8.1% | +8.7% |
| 3M | -17.5% | -9.4% | -8.1% | -14.2% |
| 6M | -14.6% | +4.4% | -19.0% | -17.1% |
| YTD | -62.3% | -11.9% | -50.4% | -60.7% |
| 1Y | -59.6% | -0.4% | -59.2% | -60.0% |
| 3Y | -45.3% | +159.6% | -204.9% | -60.6% |
| All | -45.3% | +159.4% | -204.7% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling