+231.1%
SIL vs SPY
+75.1%
+156.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.3% |
| 7D | +11.4% | -2.7% | +14.1% | +14.8% |
| 30D | -5.0% | -5.4% | +0.4% | +1.2% |
| 3M | -4.7% | -4.1% | -0.6% | +0.3% |
| 6M | -16.1% | +0.7% | -16.8% | -15.4% |
| YTD | -4.8% | +8.7% | -13.5% | -10.2% |
| 1Y | +27.3% | +10.9% | +16.4% | +18.5% |
| 3Y | +231.1% | +75.0% | +156.1% | +83.1% |
| All | +231.1% | +75.1% | +156.0% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling