-87.6%
UONEK vs SPY
+322.5%
-410.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.5% | -9.3% |
| 7D | -2.9% | -0.8% | -2.1% | -2.4% |
| 30D | -20.8% | -1.1% | -19.8% | -20.2% |
| 3M | -13.5% | +3.9% | -17.4% | -16.0% |
| 6M | -42.8% | +13.6% | -56.4% | -48.2% |
| YTD | -53.1% | +12.7% | -65.8% | -57.3% |
| 1Y | -48.3% | +17.5% | -65.8% | -54.7% |
| 3Y | -92.2% | +76.9% | -169.2% | -95.1% |
| 5Y | -93.9% | +83.6% | -177.5% | -96.3% |
| All | -87.6% | +322.5% | -410.1% | -97.0% |
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 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