+1,091.7%
SYK vs FLUT
+2,037.5%
-945.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -11.8% | -2.6% | -9.2% | -11.7% |
| 30D | -20.4% | +5.4% | -25.7% | -20.6% |
| 3M | -12.1% | -10.8% | -1.3% | -11.7% |
| 6M | -24.3% | -9.2% | -15.1% | -24.1% |
| YTD | -21.2% | -53.8% | +32.6% | -18.6% |
| 1Y | -29.2% | -66.0% | +36.8% | -25.9% |
| 3Y | -2.1% | -44.7% | +42.6% | -0.2% |
| 5Y | +4.7% | -50.6% | +55.3% | +5.9% |
| 10Y | +178.2% | -10.4% | +188.7% | +176.4% |
| All | +1,091.7% | +2,037.5% | -945.8% | +1,106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling