+111.1%
FSTR vs SPY
+77.4%
+33.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.6% |
| 6M | +21.0% | +13.0% | +8.0% | +5.7% |
| YTD | +41.1% | +13.5% | +27.5% | +22.5% |
| 1Y | +39.9% | +20.0% | +19.9% | +13.8% |
| All | +111.1% | +77.4% | +33.7% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling