+55.5%
STAK vs SPY
+18.1%
+37.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -3.4% |
| 7D | -1.7% | -0.8% | -0.9% | -2.9% |
| 30D | -26.3% | -1.1% | -25.2% | -27.6% |
| 3M | -85.5% | +3.9% | -89.3% | -84.2% |
| 6M | +52.7% | +13.6% | +39.0% | +58.9% |
| YTD | +195.7% | +12.7% | +183.1% | +209.5% |
| 1Y | +55.5% | +17.5% | +38.0% | +39.4% |
| All | +55.5% | +18.1% | +37.3% | +39.4% |
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