+1,067.0%
UNTY vs SPY
+1,542.2%
-475.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.0% | +3.3% | -2.3% | -0.1% |
| 30D | +5.3% | -2.7% | +8.0% | +6.3% |
| 3M | -5.0% | -1.7% | -3.3% | -4.4% |
| 6M | +12.4% | +3.1% | +9.4% | +11.1% |
| YTD | +13.8% | +11.9% | +1.9% | +9.2% |
| 1Y | +22.8% | +12.0% | +10.9% | +17.8% |
| 3Y | +141.8% | +78.2% | +63.6% | +99.2% |
| 5Y | +129.8% | +73.2% | +56.6% | +89.7% |
| 10Y | +422.3% | +309.6% | +112.7% | +257.3% |
| All | +1,067.0% | +1,542.2% | -475.2% | +556.9% |
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