-90.6%
UNL vs SPY
+801.8%
-892.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +2.9% | +2.6% | +0.3% | +2.6% |
| 30D | -9.7% | -2.0% | -7.7% | -9.5% |
| 3M | -10.2% | -2.8% | -7.4% | -9.9% |
| 6M | -17.4% | +2.1% | -19.6% | -17.7% |
| YTD | -28.2% | +11.5% | -39.7% | -29.3% |
| 1Y | -37.4% | +13.5% | -50.8% | -38.5% |
| 3Y | -51.6% | +77.7% | -129.3% | -55.6% |
| 5Y | -60.4% | +72.6% | -133.0% | -63.8% |
| 10Y | -44.3% | +308.2% | -352.4% | -52.8% |
| All | -90.6% | +801.8% | -892.3% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling