-54.5%
BUR vs SPY
+138.9%
-193.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 6M | -47.3% | +13.0% | -60.3% | -53.1% |
| YTD | -50.6% | +13.5% | -64.1% | -56.1% |
| 1Y | -66.9% | +20.0% | -86.8% | -72.1% |
| 3Y | -67.5% | +77.2% | -144.7% | -81.0% |
| 5Y | -61.2% | +81.9% | -143.1% | -78.0% |
| All | -54.5% | +138.9% | -193.5% | -80.4% |
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