-8.5%
FATE vs SPY
+77.4%
-85.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.1% |
| 7D | +2.1% | +0.1% | +1.9% | +1.8% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +12.2% | +2.0% | +10.2% | +9.3% |
| 6M | +71.0% | +13.0% | +58.0% | +42.5% |
| YTD | +153.1% | +13.5% | +139.5% | +110.5% |
| 1Y | +155.7% | +20.0% | +135.7% | +95.8% |
| All | -8.5% | +77.4% | -85.9% | -75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling