+470.6%
UNTY vs SPY
+311.3%
+159.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.1% |
| 7D | +2.3% | +0.5% | +1.8% | +1.8% |
| 30D | -0.9% | -0.9% | +0.1% | 0.0% |
| 3M | +8.1% | +3.9% | +4.2% | +4.0% |
| 6M | +16.1% | +14.5% | +1.6% | +1.7% |
| YTD | +15.0% | +12.9% | +2.1% | +2.1% |
| 1Y | +13.1% | +19.4% | -6.2% | -4.7% |
| 3Y | +158.1% | +78.5% | +79.7% | +48.0% |
| 5Y | +178.5% | +81.8% | +96.8% | +52.0% |
| 10Y | +470.6% | +311.5% | +159.1% | +42.6% |
| All | +470.6% | +311.3% | +159.3% | +42.6% |
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 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