-98.3%
UONEK vs SPY
+727.7%
-826.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.6% |
| 7D | +3.6% | -0.4% | +4.0% | +4.0% |
| 30D | -18.8% | -1.4% | -17.5% | -17.7% |
| 3M | -6.7% | +3.7% | -10.4% | -9.9% |
| 6M | -44.0% | +13.0% | -57.0% | -50.5% |
| YTD | -49.9% | +12.4% | -62.3% | -55.4% |
| 1Y | -53.2% | +18.5% | -71.7% | -60.7% |
| 3Y | -91.8% | +77.6% | -169.4% | -95.4% |
| 5Y | -93.6% | +81.7% | -175.3% | -96.5% |
| 10Y | -86.5% | +319.7% | -406.1% | -97.0% |
| All | -98.3% | +727.7% | -826.0% | -99.8% |
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