+266.2%
FSTR vs SPY
+307.0%
-40.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.5% |
| 7D | +6.4% | +2.6% | +3.8% | +3.6% |
| 30D | +22.1% | -2.0% | +24.1% | +25.0% |
| 3M | +10.1% | -2.8% | +12.9% | +13.6% |
| 6M | +3.4% | +2.1% | +1.2% | +1.3% |
| YTD | +57.0% | +11.5% | +45.5% | +40.3% |
| 1Y | +58.1% | +13.5% | +44.7% | +38.8% |
| 3Y | +109.5% | +77.7% | +31.8% | +17.5% |
| 5Y | +153.6% | +72.6% | +81.0% | +42.5% |
| All | +266.2% | +307.0% | -40.8% | -43.8% |
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