-6.6%
FATE vs SPY
+312.9%
-319.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -1.1% |
| 7D | -11.5% | -2.7% | -8.8% | -7.0% |
| 30D | -14.4% | -5.4% | -9.0% | -5.6% |
| 3M | -26.1% | -4.1% | -22.0% | -20.4% |
| 6M | -19.7% | +0.7% | -20.4% | -19.7% |
| YTD | +87.8% | +8.7% | +79.1% | +67.8% |
| 1Y | +76.9% | +10.9% | +66.0% | +53.4% |
| 3Y | -26.7% | +75.0% | -101.7% | -69.9% |
| 5Y | -97.0% | +67.8% | -164.8% | -98.6% |
| All | -6.6% | +312.9% | -319.4% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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