-64.7%
BUR vs SPY
+19.4%
-84.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +3.0% |
| 7D | +5.2% | +0.5% | +4.7% | +3.9% |
| 30D | +0.2% | -0.9% | +1.2% | +2.3% |
| 3M | 0.0% | +3.9% | -3.9% | -8.4% |
| 6M | -42.2% | +14.5% | -56.7% | -58.7% |
| YTD | -49.7% | +12.9% | -62.6% | -63.2% |
| 1Y | -64.7% | +19.4% | -84.1% | -75.7% |
| All | -64.7% | +19.4% | -84.1% | -75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling