+270.4%
FSTR vs SPY
+304.1%
-33.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +15.3% | -0.6% | +15.9% | +16.4% |
| 30D | +20.3% | -3.7% | +24.0% | +25.5% |
| 3M | +6.2% | -2.7% | +9.0% | +9.6% |
| 6M | -0.6% | +2.2% | -2.8% | -2.6% |
| YTD | +56.0% | +10.8% | +45.2% | +40.3% |
| 1Y | +49.6% | +11.2% | +38.4% | +34.0% |
| 3Y | +109.9% | +76.5% | +33.4% | +18.5% |
| 5Y | +154.8% | +72.9% | +81.8% | +42.6% |
| 10Y | +270.4% | +304.8% | -34.4% | -44.4% |
| All | +270.4% | +304.1% | -33.7% | -44.4% |
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