+516.3%
UAMY vs SPY
+799.2%
-282.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | -18.5% | +0.1% | -18.5% | -18.4% |
| 3M | -39.9% | +2.0% | -41.9% | -40.0% |
| 6M | -46.3% | +13.0% | -59.3% | -48.2% |
| YTD | +3.6% | +13.5% | -10.0% | -0.1% |
| 1Y | +13.5% | +20.0% | -6.4% | +7.4% |
| 3Y | +1,109.3% | +77.2% | +1,032.1% | +923.2% |
| 5Y | +453.2% | +81.9% | +371.3% | +364.1% |
| 10Y | +1,268.4% | +314.1% | +954.4% | +856.2% |
| All | +516.3% | +799.2% | -282.9% | +411.1% |
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