-63.8%
BUR vs SPY
+135.4%
-199.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.9% | -4.8% |
| 7D | -12.6% | +3.3% | -15.9% | -15.7% |
| 30D | +0.6% | -2.7% | +3.3% | +3.8% |
| 3M | -21.0% | -1.7% | -19.3% | -19.4% |
| 6M | -23.8% | +3.1% | -26.8% | -26.1% |
| YTD | -60.7% | +11.9% | -72.6% | -64.5% |
| 1Y | -60.9% | +12.0% | -72.9% | -64.7% |
| 3Y | -73.9% | +78.2% | -152.0% | -84.7% |
| 5Y | -68.0% | +73.2% | -141.2% | -81.0% |
| All | -63.8% | +135.4% | -199.3% | -84.2% |
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