-56.9%
FATN vs SPY
+48.1%
-105.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -5.0% | -0.4% | -4.6% | -4.9% |
| 30D | -13.6% | -1.4% | -12.3% | -13.3% |
| 3M | -9.6% | +3.7% | -13.3% | -10.3% |
| 6M | +229.7% | +13.0% | +216.7% | +223.0% |
| YTD | +177.5% | +12.4% | +165.1% | +171.1% |
| 1Y | -9.6% | +18.5% | -28.1% | -8.5% |
| All | -56.9% | +48.1% | -105.0% | -28.6% |
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