-55.9%
UNL vs SPY
+81.0%
-136.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | -3.2% | -1.4% | -1.8% | -2.9% |
| 3M | -10.2% | +3.7% | -13.9% | -11.0% |
| 6M | -19.6% | +13.0% | -32.6% | -21.9% |
| YTD | -21.5% | +12.4% | -33.9% | -23.8% |
| 1Y | -26.0% | +18.5% | -44.5% | -29.3% |
| 3Y | -47.3% | +77.6% | -124.9% | -56.5% |
| 5Y | -55.9% | +81.7% | -137.6% | -64.2% |
| All | -55.9% | +81.0% | -136.9% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling