+43.2%
UNIT vs SPY
+78.7%
-35.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | +5.1% | +0.5% | +4.6% | +4.4% |
| 30D | +7.4% | -0.9% | +8.4% | +8.8% |
| 3M | -10.8% | +3.9% | -14.7% | -15.0% |
| 6M | +27.3% | +14.5% | +12.8% | +7.7% |
| YTD | +46.2% | +12.9% | +33.3% | +25.6% |
| 1Y | +41.2% | +19.4% | +21.8% | +13.9% |
| 3Y | +43.2% | +78.5% | -35.3% | -40.7% |
| All | +43.2% | +78.7% | -35.5% | -40.7% |
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 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