+114.2%
SIL vs SPY
+715.9%
-601.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +11.4% | -2.7% | +14.1% | +13.7% |
| 30D | -5.0% | -5.4% | +0.4% | -0.7% |
| 3M | -4.7% | -4.1% | -0.6% | -1.3% |
| 6M | -16.1% | +0.7% | -16.8% | -15.7% |
| YTD | -4.8% | +8.7% | -13.5% | -9.0% |
| 1Y | +27.3% | +10.9% | +16.4% | +20.2% |
| 3Y | +231.1% | +75.0% | +156.1% | +125.3% |
| 5Y | +113.1% | +67.8% | +45.3% | +47.9% |
| 10Y | +122.9% | +312.9% | -190.0% | -27.8% |
| All | +114.2% | +715.9% | -601.7% | -67.7% |
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