+198.7%
BAR vs SPY
+248.9%
-50.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | -3.9% | -3.7% | -0.3% | -3.6% |
| 3M | -8.2% | -2.7% | -5.4% | -7.9% |
| 6M | -14.8% | +2.2% | -17.0% | -14.9% |
| YTD | -6.7% | +10.8% | -17.5% | -7.5% |
| 1Y | -2.2% | +11.2% | -13.4% | -3.1% |
| 3Y | +107.0% | +76.5% | +30.5% | +98.5% |
| 5Y | +115.7% | +72.9% | +42.7% | +106.0% |
| All | +198.7% | +248.9% | -50.2% | +215.2% |
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