-11.8%
FATE vs SPY
+315.0%
-326.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +1.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.1% |
| 30D | -11.0% | -3.3% | -7.7% | -5.2% |
| 3M | -30.7% | -2.4% | -28.3% | -27.4% |
| 6M | -18.8% | +2.6% | -21.4% | -21.1% |
| YTD | +98.0% | +11.2% | +86.7% | +70.5% |
| 1Y | +81.3% | +13.4% | +67.9% | +51.6% |
| 3Y | -8.9% | +79.9% | -88.8% | -64.2% |
| 5Y | -96.8% | +72.2% | -169.0% | -98.6% |
| 10Y | -11.8% | +307.3% | -319.1% | -87.1% |
| All | -11.8% | +315.0% | -326.8% | -87.1% |
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