-61.9%
BUR vs SPY
+133.2%
-195.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -3.7% | -0.6% | -3.1% | -2.9% |
| 30D | +2.0% | -3.7% | +5.6% | +6.4% |
| 3M | -14.7% | -2.7% | -12.0% | -12.0% |
| 6M | -28.0% | +2.2% | -30.2% | -29.5% |
| YTD | -58.5% | +10.8% | -69.4% | -62.2% |
| 1Y | -58.8% | +11.2% | -70.0% | -62.5% |
| 3Y | -72.4% | +76.5% | -148.9% | -83.7% |
| 5Y | -65.3% | +72.9% | -138.2% | -79.3% |
| All | -61.9% | +133.2% | -195.1% | -83.1% |
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