-11.0%
FLUT vs SYY
+114.2%
-125.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.6% | +1.5% | -5.1% | -3.8% |
| 30D | -0.3% | -2.3% | +2.0% | 0.0% |
| 3M | -12.6% | +5.5% | -18.1% | -13.4% |
| 6M | -8.0% | -1.0% | -7.0% | -8.1% |
| YTD | -54.1% | +14.1% | -68.2% | -55.4% |
| 1Y | -66.1% | +5.6% | -71.7% | -66.6% |
| 3Y | -45.0% | +27.9% | -72.9% | -47.7% |
| 5Y | -51.2% | +22.7% | -74.0% | -53.2% |
| All | -11.0% | +114.2% | -125.2% | -15.5% |
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