-58.7%
STAK vs SPY
+29.1%
-87.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.3% |
| 7D | -52.8% | +2.6% | -55.4% | -51.0% |
| 30D | +52.5% | -2.0% | +54.5% | +53.7% |
| 3M | -2.5% | -2.8% | +0.2% | -2.0% |
| 6M | -34.7% | +2.1% | -36.9% | -32.4% |
| YTD | +286.0% | +11.5% | +274.5% | +294.2% |
| 1Y | +178.5% | +13.5% | +165.0% | +182.7% |
| All | -58.7% | +29.1% | -87.8% | -49.8% |
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