+167.6%
SYK vs FLUT
-11.0%
+178.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -12.3% | -3.6% | -8.8% | -12.0% |
| 30D | -22.4% | -0.3% | -22.1% | -22.5% |
| 3M | -12.3% | -12.6% | +0.3% | -11.4% |
| 6M | -24.3% | -8.0% | -16.3% | -24.0% |
| YTD | -22.8% | -54.1% | +31.3% | -17.5% |
| 1Y | -28.8% | -66.1% | +37.3% | -21.8% |
| 3Y | -4.0% | -45.0% | +41.0% | -0.4% |
| 5Y | +3.8% | -51.2% | +55.1% | +5.3% |
| All | +167.6% | -11.0% | +178.6% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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