+11.4%
UNHW vs SPY
+13.2%
-1.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | -5.2% | -0.8% | -4.5% | -5.0% |
| 30D | -8.1% | -1.1% | -7.1% | -7.8% |
| 3M | -8.2% | +3.9% | -12.1% | -9.6% |
| 6M | +37.9% | +13.6% | +24.3% | +26.2% |
| YTD | +14.9% | +12.7% | +2.2% | +3.7% |
| All | +11.4% | +13.2% | -1.8% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling