+933.1%
BURL vs SPY
+466.7%
+466.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +5.9% |
| 7D | +10.4% | -0.7% | +11.1% | +11.4% |
| 30D | -4.9% | -1.0% | -3.9% | -3.9% |
| 3M | -29.8% | -0.3% | -29.4% | -29.5% |
| 6M | -16.5% | +7.3% | -23.8% | -23.0% |
| YTD | -10.5% | +13.3% | -23.9% | -22.3% |
| 1Y | -5.3% | +14.8% | -20.1% | -19.1% |
| 3Y | +95.1% | +82.9% | +12.1% | 0.0% |
| 5Y | -12.1% | +75.6% | -87.7% | -52.3% |
| 10Y | +273.2% | +330.5% | -57.4% | -16.6% |
| All | +933.1% | +466.7% | +466.4% | +88.6% |
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 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