+500.7%
UNB vs SPY
+829.0%
-328.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.7% | +2.6% | -3.3% | -1.4% |
| 30D | +1.1% | -2.0% | +3.1% | +1.7% |
| 3M | -5.8% | -2.8% | -3.1% | -5.2% |
| 6M | -0.5% | +2.1% | -2.6% | -1.1% |
| YTD | +1.9% | +11.5% | -9.6% | -1.0% |
| 1Y | +4.8% | +13.5% | -8.7% | +1.3% |
| 3Y | +0.3% | +77.7% | -77.4% | -13.6% |
| 5Y | -7.2% | +72.6% | -79.8% | -20.1% |
| 10Y | -11.5% | +308.2% | -319.6% | -34.1% |
| All | +500.7% | +829.0% | -328.3% | +344.9% |
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