-74.8%
FOSL vs SPY
+304.1%
-378.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +17.6% | -0.6% | +18.2% | +18.4% |
| 30D | +10.1% | -3.7% | +13.7% | +15.6% |
| 3M | +46.8% | -2.7% | +49.6% | +52.9% |
| 6M | +77.7% | +2.2% | +75.5% | +73.6% |
| YTD | +109.3% | +10.8% | +98.5% | +84.5% |
| 1Y | +293.5% | +11.2% | +282.3% | +245.9% |
| 3Y | +491.7% | +76.5% | +415.2% | +193.4% |
| 5Y | -43.1% | +72.9% | -116.1% | -69.8% |
| 10Y | -74.8% | +304.8% | -379.6% | -94.5% |
| All | -74.8% | +304.1% | -378.9% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling