+156.0%
SIL vs SPY
+312.5%
-156.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | +10.9% | -1.4% | +12.3% | +12.0% |
| 3M | +28.9% | +3.7% | +25.2% | +26.3% |
| 6M | -2.1% | +13.0% | -15.2% | -8.5% |
| YTD | +20.0% | +12.4% | +7.6% | +12.9% |
| 1Y | +63.0% | +18.5% | +44.5% | +48.9% |
| 3Y | +317.8% | +77.6% | +240.2% | +203.4% |
| 5Y | +168.0% | +81.7% | +86.3% | +90.2% |
| 10Y | +156.0% | +319.7% | -163.6% | +12.9% |
| All | +156.0% | +312.5% | -156.5% | +12.9% |
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