+142.3%
SIL vs SPY
+307.0%
-164.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -7.1% | +2.6% | -9.7% | -8.6% |
| 30D | -7.3% | -2.0% | -5.3% | -5.9% |
| 3M | -16.8% | -2.8% | -14.0% | -15.0% |
| 6M | -28.0% | +2.1% | -30.2% | -28.4% |
| YTD | -11.6% | +11.5% | -23.1% | -16.1% |
| 1Y | +7.8% | +13.5% | -5.7% | +1.3% |
| 3Y | +228.5% | +77.7% | +150.8% | +140.5% |
| 5Y | +86.7% | +72.6% | +14.1% | +36.8% |
| All | +142.3% | +307.0% | -164.7% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling