+18.0%
FLUT vs SYF
+297.3%
-279.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -1.5% | -4.2% | +2.7% | -0.7% |
| 30D | +3.4% | -1.1% | +4.5% | +3.7% |
| 3M | -12.5% | -7.9% | -4.6% | -11.1% |
| 6M | -18.5% | -1.1% | -17.4% | -18.6% |
| YTD | -61.6% | -12.6% | -49.0% | -60.8% |
| 1Y | -64.1% | -2.4% | -61.7% | -64.0% |
| 3Y | -44.5% | +156.6% | -201.1% | -52.3% |
| 5Y | -51.3% | +61.9% | -113.2% | -56.9% |
| 10Y | -25.6% | +186.5% | -212.0% | -36.9% |
| All | +18.0% | +297.3% | -279.4% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling