+46.5%
STAK vs SPY
+20.8%
+25.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -2.3% |
| 7D | -5.5% | +0.1% | -5.6% | -5.3% |
| 30D | -36.5% | +0.1% | -36.6% | -36.5% |
| 3M | -71.7% | +2.0% | -73.7% | -69.5% |
| 6M | +94.5% | +13.0% | +81.5% | +109.2% |
| YTD | +200.8% | +13.5% | +187.2% | +219.8% |
| 1Y | +46.5% | +20.0% | +26.6% | +40.0% |
| All | +46.5% | +20.8% | +25.7% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling