+565.6%
UNFI vs SPY
+1,699.2%
-1,133.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | -4.5% | -0.9% | -3.6% | -3.9% |
| 3M | -13.0% | +3.9% | -16.9% | -15.6% |
| 6M | +23.2% | +14.5% | +8.7% | +11.2% |
| YTD | +33.4% | +12.9% | +20.5% | +21.7% |
| 1Y | +56.1% | +19.4% | +36.7% | +36.7% |
| 3Y | +144.2% | +78.5% | +65.7% | +61.4% |
| 5Y | +22.9% | +81.8% | -58.9% | -19.5% |
| 10Y | +6.4% | +311.5% | -305.1% | -60.9% |
| All | +565.6% | +1,699.2% | -1,133.6% | +29.5% |
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 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