-71.0%
FOSL vs SPY
+312.9%
-383.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.1% |
| 7D | +17.6% | -2.7% | +20.3% | +21.8% |
| 30D | +10.3% | -5.4% | +15.7% | +18.7% |
| 3M | +34.2% | -4.1% | +38.3% | +42.2% |
| 6M | +75.1% | +0.7% | +74.4% | +74.5% |
| YTD | +107.7% | +8.7% | +99.0% | +88.0% |
| 1Y | +333.9% | +10.9% | +323.0% | +283.4% |
| 3Y | +338.8% | +75.0% | +263.8% | +121.5% |
| 5Y | -44.2% | +67.8% | -112.0% | -69.3% |
| All | -71.0% | +312.9% | -383.8% | -94.1% |
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 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