+226.1%
BAR vs SPY
+253.8%
-27.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | +0.2% | -1.4% | +1.6% | +0.4% |
| 3M | +3.2% | +3.7% | -0.5% | +2.9% |
| 6M | -14.5% | +13.0% | -27.5% | -15.4% |
| YTD | +1.9% | +12.4% | -10.5% | +0.8% |
| 1Y | +20.9% | +18.5% | +2.4% | +19.2% |
| 3Y | +128.0% | +77.6% | +50.4% | +118.4% |
| 5Y | +142.6% | +81.7% | +60.9% | +130.9% |
| All | +226.1% | +253.8% | -27.7% | +243.6% |
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