+140.6%
UNTY vs SPY
+78.7%
+61.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.0% | +3.3% | -2.3% | -1.4% |
| 30D | +5.3% | -2.7% | +8.0% | +7.4% |
| 3M | -5.0% | -1.7% | -3.3% | -3.9% |
| 6M | +12.4% | +3.1% | +9.4% | +9.2% |
| YTD | +13.8% | +11.9% | +1.9% | +3.2% |
| 1Y | +22.8% | +12.0% | +10.9% | +11.2% |
| All | +140.6% | +78.7% | +61.8% | +29.0% |
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