-61.7%
UNIT vs SPY
+3.3%
-64.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.9% |
| 7D | -19.9% | +3.3% | -23.1% | -22.0% |
| 30D | -35.3% | -2.7% | -32.7% | -32.7% |
| 3M | -54.8% | -1.7% | -53.0% | -53.4% |
| 6M | -61.7% | +3.1% | -64.8% | -61.9% |
| All | -61.7% | +3.3% | -64.9% | -61.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling