+153.4%
FSTR vs SPY
+74.6%
+78.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.4% |
| 7D | +1.6% | -0.9% | +2.5% | +2.4% |
| 30D | +20.9% | -2.4% | +23.2% | +23.4% |
| 3M | +11.5% | -1.2% | +12.7% | +12.7% |
| 6M | +3.4% | +3.3% | +0.1% | +1.1% |
| YTD | +57.0% | +12.3% | +44.7% | +44.3% |
| 1Y | +57.3% | +12.4% | +44.9% | +44.5% |
| 3Y | +111.2% | +78.8% | +32.4% | +51.2% |
| 5Y | +153.4% | +75.2% | +78.2% | +78.3% |
| All | +153.4% | +74.6% | +78.7% | +78.3% |
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