+134.9%
FSTA vs SPY
+311.6%
-176.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +1.7% |
| 7D | +4.0% | -4.7% | +8.7% | +6.6% |
| 30D | +11.9% | -5.9% | +17.8% | +15.5% |
| 3M | +8.1% | -4.5% | +12.6% | +10.6% |
| 6M | +8.9% | +1.8% | +7.1% | +7.2% |
| YTD | +19.7% | +8.3% | +11.3% | +13.5% |
| 1Y | +22.0% | +9.3% | +12.6% | +15.0% |
| 3Y | +46.2% | +74.9% | -28.6% | +2.3% |
| 5Y | +45.4% | +67.3% | -21.9% | +3.4% |
| All | +134.9% | +311.6% | -176.7% | -4.1% |
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