+213.0%
FSTR vs SPY
+312.9%
-99.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | +10.9% | -2.7% | +13.6% | +14.4% |
| 30D | +11.9% | -5.4% | +17.3% | +18.9% |
| 3M | -5.1% | -4.1% | -1.0% | -0.7% |
| 6M | -3.3% | +0.7% | -4.0% | -3.8% |
| YTD | +47.5% | +8.7% | +38.8% | +35.4% |
| 1Y | +45.6% | +10.9% | +34.7% | +30.8% |
| 3Y | +87.9% | +75.0% | +12.9% | +6.9% |
| 5Y | +144.3% | +67.8% | +76.5% | +41.3% |
| All | +213.0% | +312.9% | -99.9% | -56.1% |
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 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