-9.3%
UNB vs SPY
+307.0%
-316.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.7% | +2.6% | -3.3% | -2.5% |
| 30D | +1.1% | -2.0% | +3.1% | +2.4% |
| 3M | -5.8% | -2.8% | -3.1% | -4.1% |
| 6M | -0.5% | +2.1% | -2.6% | -2.3% |
| YTD | +1.9% | +11.5% | -9.6% | -6.1% |
| 1Y | +4.8% | +13.5% | -8.7% | -4.7% |
| 3Y | +0.3% | +77.7% | -77.4% | -35.1% |
| 5Y | -7.2% | +72.6% | -79.8% | -39.9% |
| All | -9.3% | +307.0% | -316.3% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling