-4.6%
FATN vs SPY
+20.8%
-25.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.7% |
| 30D | -11.2% | +0.1% | -11.2% | -11.4% |
| 3M | -22.1% | +2.0% | -24.1% | -24.3% |
| 6M | +239.3% | +13.0% | +226.3% | +156.7% |
| YTD | +190.6% | +13.5% | +177.0% | +113.3% |
| 1Y | -4.6% | +20.0% | -24.5% | -53.9% |
| All | -4.6% | +20.8% | -25.4% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling