+168.0%
SIL vs SPY
+752.5%
-584.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.7% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | +18.5% | +0.1% | +18.5% | +18.6% |
| 3M | +12.3% | +2.0% | +10.3% | +11.3% |
| 6M | -7.5% | +13.0% | -20.5% | -14.5% |
| YTD | +19.0% | +13.5% | +5.5% | +9.8% |
| 1Y | +66.7% | +20.0% | +46.8% | +48.2% |
| 3Y | +296.5% | +77.2% | +219.3% | +165.9% |
| 5Y | +155.1% | +81.9% | +73.3% | +66.4% |
| 10Y | +146.8% | +314.1% | -167.2% | -19.5% |
| All | +168.0% | +752.5% | -584.5% | -61.1% |
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