-89.4%
UNCY vs SPY
+87.8%
-177.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | +2.5% | -0.8% | +3.3% | +3.1% |
| 30D | -1.9% | -1.1% | -0.8% | -1.0% |
| 3M | -31.2% | +3.9% | -35.1% | -33.4% |
| 6M | -24.9% | +13.6% | -38.5% | -31.8% |
| YTD | -8.3% | +12.7% | -21.0% | -16.3% |
| 1Y | +29.3% | +17.5% | +11.8% | +15.0% |
| 3Y | -26.1% | +76.9% | -103.0% | -49.6% |
| 5Y | -81.9% | +83.6% | -165.5% | -87.0% |
| All | -89.4% | +87.8% | -177.2% | -93.0% |
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