+288.8%
FOSL vs SPY
+14.6%
+274.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | +1.7% | +12.2% | +10.4% |
| 7D | +14.6% | -0.7% | +15.3% | +16.5% |
| 30D | +5.5% | -1.0% | +6.6% | +8.0% |
| 3M | +25.1% | -0.3% | +25.5% | +26.7% |
| 6M | +75.6% | +7.3% | +68.2% | +54.1% |
| YTD | +102.7% | +13.3% | +89.3% | +61.7% |
| 1Y | +288.8% | +14.8% | +274.0% | +199.1% |
| All | +288.8% | +14.6% | +274.1% | +199.1% |
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