+234.5%
UAMY vs SPY
+74.0%
+160.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.3% |
| 7D | +12.4% | +3.3% | +9.1% | +8.2% |
| 30D | -7.3% | -2.7% | -4.6% | -2.7% |
| 3M | -41.4% | -1.7% | -39.7% | -39.0% |
| 6M | -72.3% | +3.1% | -75.4% | -72.4% |
| YTD | -42.0% | +11.9% | -53.9% | -46.4% |
| 1Y | -61.8% | +12.0% | -73.8% | -64.5% |
| 3Y | +838.7% | +78.2% | +760.5% | +526.1% |
| 5Y | +234.5% | +73.2% | +161.2% | +149.3% |
| All | +234.5% | +74.0% | +160.4% | +149.3% |
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