-67.3%
BUR vs SPY
+21.3%
-88.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | -1.1% |
| 7D | -0.5% | +0.3% | -0.7% | -1.1% |
| 30D | -0.9% | +0.2% | -1.2% | -1.4% |
| 3M | -0.2% | +2.8% | -3.0% | -6.1% |
| 6M | -49.0% | +14.3% | -63.3% | -63.6% |
| YTD | -51.1% | +14.0% | -65.1% | -65.0% |
| All | -67.3% | +21.3% | -88.6% | -77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling