-62.6%
FATN vs SPY
+48.0%
-110.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.7% | +6.5% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | -3.0% | -2.4% | -0.6% | -2.0% |
| 3M | -31.0% | -1.2% | -29.8% | -30.5% |
| 6M | +40.5% | +3.3% | +37.2% | +40.6% |
| YTD | +140.6% | +12.3% | +128.3% | +135.9% |
| 1Y | +86.9% | +12.4% | +74.5% | +82.7% |
| All | -62.6% | +48.0% | -110.6% | -37.9% |
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 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