+13.4%
UNMA vs SPY
+75.5%
-62.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | 0.0% | -2.0% | +1.9% | +0.3% |
| 30D | +4.0% | -1.7% | +5.6% | +4.3% |
| 3M | -2.0% | +4.7% | -6.8% | -3.0% |
| 6M | -5.7% | +12.5% | -18.2% | -7.8% |
| YTD | -2.7% | +11.7% | -14.4% | -4.8% |
| 1Y | -5.8% | +17.5% | -23.3% | -8.8% |
| All | +13.4% | +75.5% | -62.1% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling