-59.3%
UNL vs SPY
+74.0%
-133.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +5.6% | +3.3% | +2.3% | +4.9% |
| 30D | -7.8% | -2.7% | -5.1% | -7.3% |
| 3M | -9.5% | -1.7% | -7.7% | -9.2% |
| 6M | -15.9% | +3.1% | -19.0% | -16.6% |
| YTD | -26.3% | +11.9% | -38.2% | -28.4% |
| 1Y | -35.5% | +12.0% | -47.5% | -37.4% |
| 3Y | -49.0% | +78.2% | -127.2% | -58.1% |
| 5Y | -59.3% | +73.2% | -132.6% | -66.9% |
| All | -59.3% | +74.0% | -133.4% | -66.9% |
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 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