-50.4%
UNL vs SPY
+78.7%
-129.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +5.6% | +3.3% | +2.3% | +5.4% |
| 30D | -7.8% | -2.7% | -5.1% | -7.7% |
| 3M | -9.5% | -1.7% | -7.7% | -9.4% |
| 6M | -15.9% | +3.1% | -19.0% | -16.1% |
| YTD | -26.3% | +11.9% | -38.2% | -26.9% |
| 1Y | -35.5% | +12.0% | -47.5% | -36.1% |
| All | -50.4% | +78.7% | -129.1% | -55.6% |
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