+37.4%
FSTR vs SPY
+21.3%
+16.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.3% |
| 7D | -1.3% | +0.3% | -1.5% | -1.5% |
| 30D | -10.8% | +0.2% | -11.0% | -11.0% |
| 3M | -9.8% | +2.8% | -12.6% | -12.2% |
| 6M | +18.0% | +14.3% | +3.7% | +6.2% |
| YTD | +38.6% | +14.0% | +24.6% | +25.0% |
| All | +37.4% | +21.3% | +16.1% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling