-59.3%
UNIT vs SPY
+322.5%
-381.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +0.9% |
| 7D | -1.0% | -0.8% | -0.2% | 0.0% |
| 30D | +5.9% | -1.1% | +7.0% | +7.4% |
| 3M | -19.6% | +3.9% | -23.4% | -23.5% |
| 6M | +20.6% | +13.6% | +7.0% | +2.9% |
| YTD | +43.7% | +12.7% | +31.0% | +23.7% |
| 1Y | +41.6% | +17.5% | +24.1% | +15.9% |
| 3Y | +37.5% | +76.9% | -39.4% | -33.2% |
| 5Y | -35.7% | +83.6% | -119.3% | -69.8% |
| All | -59.3% | +322.5% | -381.8% | -92.7% |
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