-71.3%
FOSL vs SPY
+315.0%
-386.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | 0.0% |
| 7D | +18.4% | +0.1% | +18.3% | +18.0% |
| 30D | +12.7% | -3.3% | +16.1% | +17.8% |
| 3M | +49.8% | -2.4% | +52.2% | +55.2% |
| 6M | +81.9% | +2.6% | +79.4% | +76.9% |
| YTD | +114.4% | +11.2% | +103.1% | +87.9% |
| 1Y | +324.2% | +13.4% | +310.8% | +263.7% |
| 3Y | +588.9% | +79.9% | +509.0% | +233.7% |
| 5Y | -44.6% | +72.2% | -116.8% | -70.5% |
| 10Y | -71.3% | +307.3% | -378.6% | -93.9% |
| All | -71.3% | +315.0% | -386.3% | -93.9% |
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 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