+2,067.0%
FLUT vs SYY
+425.0%
+1,642.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.8% | -2.8% | +6.6% | +4.1% |
| 30D | +6.3% | -5.3% | +11.6% | +7.0% |
| 3M | -4.0% | +5.1% | -9.1% | -4.6% |
| 6M | -10.3% | -5.0% | -5.3% | -10.0% |
| YTD | -53.2% | +10.7% | -63.9% | -53.9% |
| 1Y | -65.0% | +0.7% | -65.7% | -65.2% |
| 3Y | -43.9% | +24.0% | -67.9% | -45.7% |
| 5Y | -49.2% | +19.3% | -68.5% | -50.6% |
| 10Y | -9.2% | +96.4% | -105.6% | -15.6% |
| All | +2,067.0% | +425.0% | +1,642.0% | +1,789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling