+133.8%
FSTR vs SPY
+67.4%
+66.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +10.9% | -2.7% | +13.6% | +13.5% |
| 30D | +11.9% | -5.4% | +17.3% | +17.1% |
| 3M | -5.1% | -4.1% | -1.0% | -1.8% |
| 6M | -3.3% | +0.7% | -4.0% | -3.5% |
| YTD | +47.5% | +8.7% | +38.8% | +39.0% |
| 1Y | +45.6% | +10.9% | +34.7% | +35.2% |
| 3Y | +87.9% | +75.0% | +12.9% | +37.1% |
| All | +133.8% | +67.4% | +66.5% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling