-41.3%
FOSL vs SPY
+74.6%
-115.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.3% | +25.4% | +24.3% |
| 7D | +30.8% | -0.9% | +31.8% | +32.8% |
| 30D | +39.4% | -2.4% | +41.8% | +45.5% |
| 3M | +90.3% | -1.2% | +91.4% | +95.3% |
| 6M | +124.0% | +3.3% | +120.8% | +113.5% |
| YTD | +165.2% | +12.3% | +152.9% | +119.3% |
| 1Y | +370.3% | +12.4% | +357.8% | +288.9% |
| 3Y | +649.6% | +78.8% | +570.8% | +174.1% |
| 5Y | -41.3% | +75.2% | -116.5% | -77.9% |
| All | -41.3% | +74.6% | -115.9% | -77.9% |
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 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