+106.4%
FSTA vs SPY
+313.4%
-207.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | +3.5% | +2.0% | +1.5% | +2.2% |
| 6M | -2.6% | +13.0% | -15.6% | -9.4% |
| YTD | +9.4% | +13.5% | -4.1% | +1.4% |
| 1Y | +6.2% | +20.0% | -13.7% | -4.8% |
| 3Y | +28.4% | +77.2% | -48.8% | -10.6% |
| 5Y | +34.9% | +81.9% | -46.9% | -8.7% |
| All | +106.4% | +313.4% | -207.0% | -21.0% |
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