-92.2%
UONEK vs SPY
+77.0%
-169.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.5% | -9.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.5% |
| 30D | -20.8% | -1.1% | -19.8% | -20.3% |
| 3M | -13.5% | +3.9% | -17.4% | -15.5% |
| 6M | -42.8% | +13.6% | -56.4% | -47.2% |
| YTD | -53.1% | +12.7% | -65.8% | -56.4% |
| 1Y | -48.3% | +17.5% | -65.8% | -53.6% |
| 3Y | -92.2% | +76.9% | -169.2% | -95.6% |
| All | -92.2% | +77.0% | -169.2% | -95.6% |
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