-66.8%
STAK vs SPY
+30.7%
-97.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.0% |
| 7D | -4.6% | +0.5% | -5.2% | -4.3% |
| 30D | -27.1% | -0.9% | -26.1% | -27.5% |
| 3M | -75.8% | +3.9% | -79.7% | -75.2% |
| 6M | +31.5% | +14.5% | +17.0% | +31.7% |
| YTD | +210.8% | +12.9% | +197.9% | +213.0% |
| 1Y | +53.1% | +19.4% | +33.7% | +52.8% |
| All | -66.8% | +30.7% | -97.5% | -60.1% |
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