-97.6%
FATE vs SPY
+72.1%
-169.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -3.8% |
| 7D | -30.4% | +2.6% | -33.0% | -33.4% |
| 30D | -34.0% | -2.0% | -32.0% | -31.2% |
| 3M | -49.2% | -2.8% | -46.4% | -46.3% |
| 6M | -40.2% | +2.1% | -42.3% | -41.6% |
| YTD | +30.6% | +11.5% | +19.1% | +11.1% |
| 1Y | +29.3% | +13.5% | +15.8% | +6.9% |
| 3Y | -35.7% | +77.7% | -113.4% | -76.1% |
| All | -97.6% | +72.1% | -169.7% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling