-66.8%
STAK vs SPY
+29.3%
-96.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.3% |
| 7D | +1.6% | -2.0% | +3.6% | +0.5% |
| 30D | -13.9% | -1.7% | -12.2% | -14.7% |
| 3M | -83.6% | +4.7% | -88.4% | -83.2% |
| 6M | +57.0% | +12.5% | +44.5% | +56.8% |
| YTD | +210.8% | +11.7% | +199.1% | +211.2% |
| 1Y | +62.5% | +17.5% | +45.0% | +61.3% |
| All | -66.8% | +29.3% | -96.1% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling