-26.8%
FLUT vs SYY
+88.7%
-115.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +9.3% | -4.8% | +14.0% | +10.0% |
| 3M | -17.5% | -7.1% | -10.4% | -16.6% |
| 6M | -14.6% | +6.8% | -21.4% | -15.6% |
| YTD | -62.3% | +7.7% | -69.9% | -63.0% |
| 1Y | -59.6% | +5.7% | -65.3% | -60.3% |
| 3Y | -45.3% | +24.6% | -69.8% | -47.8% |
| 5Y | -50.4% | +15.6% | -66.0% | -52.1% |
| All | -26.8% | +88.7% | -115.5% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling