-62.5%
BUR vs SPY
+128.7%
-191.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.7% | -9.7% |
| 7D | +5.6% | -2.7% | +8.3% | +8.9% |
| 30D | +2.6% | -5.4% | +8.0% | +9.2% |
| 3M | -16.5% | -4.1% | -12.4% | -12.5% |
| 6M | -31.3% | +0.7% | -32.1% | -31.7% |
| YTD | -59.2% | +8.7% | -67.9% | -62.0% |
| 1Y | -59.8% | +10.9% | -70.7% | -63.3% |
| 3Y | -72.0% | +75.0% | -147.0% | -83.3% |
| 5Y | -67.1% | +67.8% | -134.8% | -79.7% |
| All | -62.5% | +128.7% | -191.1% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling