-42.9%
UNL vs SPY
+322.5%
-365.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -3.2% | -1.1% | -2.1% | -3.0% |
| 3M | -8.5% | +3.9% | -12.4% | -9.0% |
| 6M | -21.8% | +13.6% | -35.4% | -23.4% |
| YTD | -21.1% | +12.7% | -33.8% | -22.7% |
| 1Y | -24.1% | +17.5% | -41.6% | -26.2% |
| 3Y | -46.9% | +76.9% | -123.8% | -52.3% |
| 5Y | -55.9% | +83.6% | -139.5% | -60.9% |
| All | -42.9% | +322.5% | -365.4% | -49.2% |
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