+214.8%
FSTA vs SPY
+445.4%
-230.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.3% |
| 7D | +6.1% | -0.7% | +6.8% | +6.5% |
| 30D | +13.7% | -1.0% | +14.8% | +14.3% |
| 3M | +8.7% | -0.3% | +9.1% | +8.8% |
| 6M | +10.2% | +7.3% | +2.8% | +5.3% |
| YTD | +20.5% | +13.3% | +7.2% | +11.3% |
| 1Y | +22.7% | +14.8% | +7.9% | +12.4% |
| 3Y | +47.3% | +82.9% | -35.7% | -0.5% |
| 5Y | +47.5% | +75.6% | -28.1% | +1.1% |
| 10Y | +140.2% | +330.5% | -190.3% | -12.6% |
| All | +214.8% | +445.4% | -230.6% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling