-63.2%
FLUT vs SYY
+8.7%
-71.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -2.6% |
| 7D | +4.2% | -6.3% | +10.5% | +4.8% |
| 30D | +8.0% | +0.7% | +7.3% | +8.3% |
| 3M | -22.1% | -6.4% | -15.7% | -21.6% |
| 6M | -21.7% | +7.6% | -29.3% | -21.3% |
| YTD | -62.0% | +7.4% | -69.4% | -63.4% |
| 1Y | -63.2% | +8.3% | -71.5% | -64.8% |
| All | -63.2% | +8.7% | -71.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling