+164.5%
UNM vs SPY
+308.5%
-144.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | +7.0% | +3.3% | +3.7% | +3.0% |
| 30D | -13.6% | -2.7% | -10.9% | -11.4% |
| 3M | -13.4% | -1.7% | -11.6% | -12.2% |
| 6M | -1.4% | +3.1% | -4.5% | -6.2% |
| YTD | +4.5% | +11.9% | -7.4% | -10.4% |
| 1Y | +4.7% | +12.0% | -7.3% | -10.5% |
| 3Y | +96.3% | +78.2% | +18.1% | -10.2% |
| 5Y | +245.3% | +73.2% | +172.0% | +59.4% |
| All | +164.5% | +308.5% | -144.0% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling