+458.9%
UAMY vs SPY
+81.0%
+378.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.8% |
| 7D | +0.4% | -0.4% | +0.7% | +0.7% |
| 30D | -20.4% | -1.4% | -19.0% | -18.9% |
| 3M | -27.1% | +3.7% | -30.8% | -29.4% |
| 6M | -44.7% | +13.0% | -57.7% | -50.4% |
| YTD | +5.8% | +12.4% | -6.6% | -4.3% |
| 1Y | +14.9% | +18.5% | -3.6% | -1.6% |
| 3Y | +1,261.5% | +77.6% | +1,183.9% | +777.9% |
| 5Y | +458.9% | +81.7% | +377.3% | +274.4% |
| All | +458.9% | +81.0% | +378.0% | +274.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling