-50.6%
FLUT vs SYY
+22.4%
-73.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +5.4% | -2.7% | +8.1% | +6.2% |
| 3M | -10.8% | +5.9% | -16.6% | -12.4% |
| 6M | -9.2% | -2.3% | -6.9% | -9.1% |
| YTD | -53.8% | +13.1% | -66.9% | -56.5% |
| 1Y | -66.0% | +3.8% | -69.7% | -67.0% |
| 3Y | -44.7% | +26.7% | -71.4% | -51.4% |
| 5Y | -50.6% | +19.4% | -70.0% | -55.8% |
| All | -50.6% | +22.4% | -73.0% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling