+6.3%
UNFI vs SPY
+322.5%
-316.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | +1.2% | -0.8% | +1.9% | +1.8% |
| 30D | -7.2% | -1.1% | -6.1% | -6.5% |
| 3M | -10.9% | +3.9% | -14.7% | -13.6% |
| 6M | +9.1% | +13.6% | -4.6% | -1.7% |
| YTD | +32.0% | +12.7% | +19.3% | +19.8% |
| 1Y | +50.0% | +17.5% | +32.5% | +31.7% |
| 3Y | +144.8% | +76.9% | +67.9% | +58.8% |
| 5Y | +21.8% | +83.6% | -61.8% | -23.1% |
| All | +6.3% | +322.5% | -316.2% | -61.3% |
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