-68.4%
STAK vs SPY
+30.4%
-98.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -4.4% |
| 7D | -1.7% | -0.8% | -0.9% | -2.0% |
| 30D | -26.3% | -1.1% | -25.2% | -26.6% |
| 3M | -85.5% | +3.9% | -89.3% | -85.1% |
| 6M | +52.7% | +13.6% | +39.0% | +53.2% |
| YTD | +195.7% | +12.7% | +183.1% | +197.7% |
| 1Y | +55.5% | +17.5% | +38.0% | +55.2% |
| All | -68.4% | +30.4% | -98.8% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling