-48.7%
FOSL vs SPY
+72.1%
-120.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -2.9% |
| 7D | +7.9% | +2.6% | +5.3% | +3.8% |
| 30D | +22.2% | -2.0% | +24.2% | +26.7% |
| 3M | +51.1% | -2.8% | +53.9% | +59.8% |
| 6M | +105.6% | +2.1% | +103.5% | +100.0% |
| YTD | +124.2% | +11.5% | +112.7% | +88.0% |
| 1Y | +301.4% | +13.5% | +288.0% | +226.4% |
| 3Y | +633.0% | +77.7% | +555.3% | +171.1% |
| All | -48.7% | +72.1% | -120.8% | -80.2% |
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