-53.2%
BUR vs SPY
+136.5%
-189.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | +5.4% | -0.4% | +5.8% | +5.8% |
| 30D | +4.7% | -1.4% | +6.0% | +6.3% |
| 3M | +0.9% | +3.7% | -2.8% | -3.0% |
| 6M | -45.1% | +13.0% | -58.1% | -51.1% |
| YTD | -49.1% | +12.4% | -61.5% | -54.3% |
| 1Y | -63.8% | +18.5% | -82.3% | -69.1% |
| 3Y | -70.9% | +77.6% | -148.5% | -83.0% |
| 5Y | -58.3% | +81.7% | -140.0% | -76.2% |
| All | -53.2% | +136.5% | -189.7% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling