+1,152.0%
FSTR vs SPY
+3,091.8%
-1,939.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -9.3% | +0.1% | -9.4% | -9.4% |
| 3M | -9.5% | +2.0% | -11.5% | -11.1% |
| 6M | +21.0% | +13.0% | +8.0% | +8.7% |
| YTD | +41.1% | +13.5% | +27.5% | +26.2% |
| 1Y | +39.9% | +20.0% | +19.9% | +19.3% |
| 3Y | +114.2% | +77.2% | +37.0% | +31.8% |
| 5Y | +135.1% | +81.9% | +53.2% | +37.2% |
| 10Y | +220.1% | +314.1% | -94.0% | -2.9% |
| All | +1,152.0% | +3,091.8% | -1,939.7% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling