-39.8%
BARK vs SPY
+78.1%
-117.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.2% |
| 7D | -0.6% | +2.6% | -3.2% | -3.5% |
| 30D | +23.6% | -2.0% | +25.6% | +26.0% |
| 3M | -11.2% | -2.8% | -8.4% | -8.5% |
| 6M | +2.3% | +2.1% | +0.2% | -0.4% |
| YTD | -23.1% | +11.5% | -34.6% | -32.4% |
| 1Y | -38.6% | +13.5% | -52.1% | -47.1% |
| 3Y | -39.8% | +77.7% | -117.5% | -65.6% |
| All | -39.8% | +78.1% | -117.9% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling