-35.8%
FSOL vs SPY
+12.3%
-48.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.6% |
| 7D | -5.0% | -2.7% | -2.3% | +0.6% |
| 30D | -22.1% | -5.4% | -16.7% | -11.6% |
| 3M | +23.7% | -4.1% | +27.8% | +36.4% |
| 6M | +0.3% | +0.7% | -0.4% | -1.6% |
| YTD | -27.1% | +8.7% | -35.8% | -36.7% |
| All | -35.8% | +12.3% | -48.0% | -47.8% |
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