+41.6%
UNMA vs SPY
+212.4%
-170.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | 0.0% | -2.0% | +1.9% | +0.8% |
| 30D | +4.0% | -1.7% | +5.6% | +4.7% |
| 3M | -2.0% | +4.7% | -6.8% | -4.0% |
| 6M | -5.7% | +12.5% | -18.2% | -10.5% |
| YTD | -2.7% | +11.7% | -14.4% | -7.4% |
| 1Y | -5.8% | +17.5% | -23.3% | -12.4% |
| 3Y | +13.5% | +76.6% | -63.1% | -14.0% |
| 5Y | +8.9% | +82.0% | -73.1% | -20.0% |
| All | +41.6% | +212.4% | -170.8% | -27.8% |
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