+669.8%
UNM vs SPY
+3,091.8%
-2,422.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | +13.5% | +2.0% | +11.6% | +10.5% |
| 6M | +32.2% | +13.0% | +19.1% | +13.3% |
| YTD | +25.9% | +13.5% | +12.4% | +7.2% |
| 1Y | +34.3% | +20.0% | +14.4% | +6.6% |
| 3Y | +109.3% | +77.2% | +32.1% | +1.2% |
| 5Y | +322.1% | +81.9% | +240.2% | +91.4% |
| 10Y | +275.0% | +314.1% | -39.0% | -30.7% |
| All | +669.8% | +3,091.8% | -2,422.0% | -76.6% |
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