+134.8%
UNTY vs SPY
+75.1%
+59.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | +1.9% |
| 30D | +4.8% | -5.4% | +10.2% | +9.1% |
| 3M | -4.5% | -4.1% | -0.4% | -1.6% |
| 6M | +8.4% | +0.7% | +7.7% | +7.1% |
| YTD | +11.6% | +8.7% | +3.0% | +3.4% |
| 1Y | +28.2% | +10.9% | +17.3% | +16.6% |
| 3Y | +134.8% | +75.0% | +59.8% | +31.8% |
| All | +134.8% | +75.1% | +59.7% | +31.8% |
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