+438.0%
UNTY vs SPY
+315.0%
+123.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +7.6% | -3.3% | +11.0% | +10.9% |
| 3M | -1.7% | -2.4% | +0.7% | +0.3% |
| 6M | +9.7% | +2.6% | +7.1% | +6.4% |
| YTD | +14.1% | +11.2% | +2.9% | +2.4% |
| 1Y | +26.9% | +13.4% | +13.5% | +11.7% |
| 3Y | +145.5% | +79.9% | +65.6% | +39.0% |
| 5Y | +133.8% | +72.2% | +61.6% | +34.9% |
| 10Y | +438.0% | +307.3% | +130.7% | +24.8% |
| All | +438.0% | +315.0% | +123.0% | +24.8% |
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