-46.5%
UNL vs SPY
+78.7%
-125.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.0% | +0.5% | -1.6% | -1.0% |
| 30D | -0.3% | -0.9% | +0.6% | -0.3% |
| 3M | -9.3% | +3.9% | -13.2% | -9.5% |
| 6M | -22.1% | +14.5% | -36.7% | -22.9% |
| YTD | -20.5% | +12.9% | -33.4% | -21.2% |
| 1Y | -24.4% | +19.4% | -43.7% | -26.0% |
| 3Y | -46.5% | +78.5% | -125.0% | -51.3% |
| All | -46.5% | +78.7% | -125.2% | -51.3% |
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