+167.0%
UNM vs SPY
+307.0%
-140.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +4.0% | +2.6% | +1.4% | +1.0% |
| 30D | -12.2% | -2.0% | -10.2% | -10.7% |
| 3M | -13.4% | -2.8% | -10.6% | -11.1% |
| 6M | +0.4% | +2.1% | -1.7% | -3.4% |
| YTD | +5.5% | +11.5% | -6.0% | -9.2% |
| 1Y | +6.1% | +13.5% | -7.3% | -10.7% |
| 3Y | +99.3% | +77.7% | +21.6% | -8.6% |
| 5Y | +248.5% | +72.6% | +175.9% | +61.6% |
| All | +167.0% | +307.0% | -140.0% | -62.9% |
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 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