-60.1%
BUR vs SPY
+82.0%
-142.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | +1.9% | +0.1% | +1.8% | +1.9% |
| 3M | -2.2% | +2.0% | -4.2% | -4.4% |
| 6M | -47.3% | +13.0% | -60.3% | -53.2% |
| YTD | -50.6% | +13.5% | -64.1% | -56.2% |
| 1Y | -66.9% | +20.0% | -86.8% | -72.2% |
| 3Y | -67.5% | +77.2% | -144.7% | -81.1% |
| All | -60.1% | +82.0% | -142.1% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling