-57.0%
FATN vs SPY
+47.3%
-104.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -6.9% | -2.0% | -4.9% | -6.3% |
| 30D | -20.7% | -1.7% | -19.0% | -20.3% |
| 3M | -9.8% | +4.7% | -14.5% | -10.5% |
| 6M | +240.5% | +12.5% | +228.0% | +234.3% |
| YTD | +176.5% | +11.7% | +164.8% | +170.6% |
| 1Y | -11.1% | +17.5% | -28.6% | -10.1% |
| All | -57.0% | +47.3% | -104.3% | -28.7% |
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