+45.9%
FSTA vs SPY
+74.5%
-28.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.3% |
| 7D | +4.0% | -4.7% | +8.7% | +5.0% |
| 30D | +11.9% | -5.9% | +17.8% | +13.4% |
| 3M | +8.1% | -4.5% | +12.6% | +9.1% |
| 6M | +8.9% | +1.8% | +7.1% | +8.0% |
| YTD | +19.7% | +8.3% | +11.3% | +16.5% |
| 1Y | +22.0% | +9.3% | +12.6% | +18.4% |
| All | +45.9% | +74.5% | -28.7% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling