+1,099.2%
UNTY vs SPY
+1,566.4%
-467.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | +11.9% | +2.0% | +9.9% | +11.0% |
| 6M | +14.2% | +13.0% | +1.1% | +9.2% |
| YTD | +17.0% | +13.5% | +3.4% | +11.7% |
| 1Y | +14.9% | +20.0% | -5.1% | +7.6% |
| 3Y | +154.9% | +77.2% | +77.7% | +110.3% |
| 5Y | +176.7% | +81.9% | +94.8% | +124.9% |
| 10Y | +488.6% | +314.1% | +174.5% | +300.8% |
| All | +1,099.2% | +1,566.4% | -467.2% | +571.8% |
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 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