+25.8%
UNF vs SPY
+82.8%
-56.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -5.0% | +0.1% | -5.0% | -5.0% |
| 3M | +1.6% | +2.0% | -0.4% | 0.0% |
| 6M | +19.5% | +13.0% | +6.5% | +9.5% |
| YTD | +43.2% | +13.5% | +29.7% | +30.7% |
| 1Y | +55.0% | +20.0% | +35.0% | +36.0% |
| 3Y | +56.8% | +77.2% | -20.3% | +3.8% |
| All | +25.8% | +82.8% | -56.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling