+2,183.7%
UNF vs SPY
+3,091.8%
-908.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 6M | +19.5% | +13.0% | +6.5% | +8.8% |
| YTD | +43.2% | +13.5% | +29.7% | +29.9% |
| 1Y | +55.0% | +20.0% | +35.0% | +35.0% |
| 3Y | +56.8% | +77.2% | -20.3% | +2.3% |
| 5Y | +24.4% | +81.9% | -57.5% | -21.2% |
| 10Y | +121.8% | +314.1% | -192.2% | -21.1% |
| All | +2,183.7% | +3,091.8% | -908.1% | +273.6% |
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 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