0.0%
UNB vs SPY
+79.4%
-79.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.1% |
| 7D | -1.9% | -0.9% | -0.9% | -1.5% |
| 30D | +0.3% | -2.4% | +2.7% | +1.4% |
| 3M | -5.3% | -1.2% | -4.1% | -4.8% |
| 6M | -1.8% | +3.3% | -5.1% | -3.7% |
| YTD | +1.6% | +12.3% | -10.7% | -4.6% |
| 1Y | +3.0% | +12.4% | -9.4% | -3.4% |
| All | 0.0% | +79.4% | -79.4% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling