-39.3%
FSOL vs SPY
+16.0%
-55.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | -0.7% |
| 7D | -10.4% | -0.9% | -9.4% | -8.7% |
| 30D | -21.4% | -2.4% | -19.0% | -16.9% |
| 3M | +12.3% | -1.2% | +13.5% | +15.8% |
| 6M | -14.0% | +3.3% | -17.3% | -20.1% |
| YTD | -31.2% | +12.3% | -43.5% | -44.4% |
| All | -39.3% | +16.0% | -55.3% | -54.1% |
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