+187.3%
BAR vs SPY
+252.2%
-65.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -5.5% | +3.3% | -8.8% | -5.8% |
| 30D | -6.9% | -2.7% | -4.2% | -6.6% |
| 3M | -12.3% | -1.7% | -10.5% | -12.1% |
| 6M | -17.9% | +3.1% | -21.0% | -18.1% |
| YTD | -10.3% | +11.9% | -22.2% | -11.1% |
| 1Y | -7.8% | +12.0% | -19.8% | -8.7% |
| 3Y | +99.1% | +78.2% | +20.9% | +90.7% |
| 5Y | +105.7% | +73.2% | +32.5% | +96.3% |
| All | +187.3% | +252.2% | -65.0% | +202.8% |
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