+41.7%
UNMA vs SPY
+217.5%
-175.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | -2.9% | +2.0% | -4.9% | -3.8% |
| 6M | -4.8% | +13.0% | -17.8% | -9.9% |
| YTD | -2.6% | +13.5% | -16.2% | -8.0% |
| 1Y | -3.9% | +20.0% | -23.8% | -11.4% |
| 3Y | +14.4% | +77.2% | -62.8% | -13.4% |
| 5Y | +9.2% | +81.9% | -72.7% | -19.5% |
| All | +41.7% | +217.5% | -175.8% | -28.2% |
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