-61.2%
BUR vs SPY
+134.1%
-195.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +1.0% | +0.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.0% |
| 30D | +3.6% | -3.3% | +7.0% | +7.7% |
| 3M | -16.1% | -2.4% | -13.6% | -13.7% |
| 6M | -26.8% | +2.6% | -29.4% | -28.7% |
| YTD | -57.8% | +11.2% | -69.1% | -61.7% |
| 1Y | -58.0% | +13.4% | -71.4% | -62.6% |
| 3Y | -70.7% | +79.9% | -150.6% | -83.0% |
| 5Y | -65.3% | +72.2% | -137.4% | -79.2% |
| All | -61.2% | +134.1% | -195.3% | -82.9% |
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