+79.7%
UNF vs SPY
+306.4%
-226.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | -6.9% | -0.6% | -6.3% | -6.5% |
| 30D | -8.6% | -3.7% | -4.9% | -6.0% |
| 3M | -17.5% | -2.7% | -14.8% | -15.9% |
| 6M | -5.3% | +2.2% | -7.4% | -7.6% |
| YTD | +24.1% | +10.8% | +13.3% | +12.9% |
| 1Y | +56.9% | +11.2% | +45.7% | +42.2% |
| 3Y | +46.9% | +76.5% | -29.6% | -10.9% |
| 5Y | +20.8% | +72.9% | -52.2% | -26.3% |
| All | +79.7% | +306.4% | -226.7% | -49.7% |
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