-61.9%
BUR vs SPY
+136.3%
-198.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.5% |
| 7D | -12.3% | -0.9% | -11.3% | -11.4% |
| 30D | +4.9% | -2.4% | +7.2% | +7.8% |
| 3M | -15.9% | -1.2% | -14.7% | -14.8% |
| 6M | -22.3% | +3.3% | -25.6% | -24.8% |
| YTD | -58.5% | +12.3% | -70.8% | -62.7% |
| 1Y | -59.3% | +12.4% | -71.7% | -63.4% |
| 3Y | -72.4% | +78.8% | -151.2% | -84.0% |
| 5Y | -65.7% | +75.2% | -140.9% | -79.9% |
| All | -61.9% | +136.3% | -198.1% | -83.4% |
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