+216.3%
FSTR vs SPY
+313.2%
-96.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | -9.3% | +0.1% | -9.4% | -9.4% |
| 3M | -9.5% | +2.0% | -11.5% | -11.4% |
| 6M | +21.0% | +13.0% | +8.0% | +6.4% |
| YTD | +41.1% | +13.5% | +27.5% | +23.5% |
| 1Y | +39.9% | +20.0% | +19.9% | +15.5% |
| 3Y | +114.2% | +77.2% | +37.0% | +20.0% |
| 5Y | +135.1% | +81.9% | +53.2% | +23.8% |
| All | +216.3% | +313.2% | -96.9% | -41.6% |
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