-44.7%
FLUT vs SYY
+23.1%
-67.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -1.2% | +1.3% | -2.5% | -1.5% |
| 30D | +5.0% | -3.5% | +8.5% | +5.7% |
| 3M | -16.4% | -9.3% | -7.1% | -15.0% |
| 6M | -14.6% | +5.9% | -20.5% | -15.4% |
| YTD | -61.9% | +6.5% | -68.3% | -63.1% |
| 1Y | -65.0% | +4.0% | -69.1% | -66.0% |
| All | -44.7% | +23.1% | -67.8% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling