-93.0%
BARK vs SPY
+72.1%
-165.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.3% |
| 7D | -0.6% | +2.6% | -3.2% | -4.4% |
| 30D | +23.6% | -2.0% | +25.6% | +26.6% |
| 3M | -11.2% | -2.8% | -8.4% | -7.9% |
| 6M | +2.3% | +2.1% | +0.2% | -1.5% |
| YTD | -23.1% | +11.5% | -34.6% | -35.2% |
| 1Y | -38.6% | +13.5% | -52.1% | -49.6% |
| 3Y | -39.8% | +77.7% | -117.5% | -76.0% |
| All | -93.0% | +72.1% | -165.1% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling