+125.2%
SIL vs SPY
+735.2%
-610.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +3.3% |
| 7D | +15.4% | +0.1% | +15.3% | +15.4% |
| 30D | -3.9% | -3.3% | -0.6% | -1.2% |
| 3M | -5.7% | -2.4% | -3.3% | -3.6% |
| 6M | -14.1% | +2.6% | -16.6% | -14.8% |
| YTD | 0.0% | +11.2% | -11.2% | -6.0% |
| 1Y | +30.3% | +13.4% | +16.9% | +21.0% |
| 3Y | +266.8% | +79.9% | +186.9% | +144.5% |
| 5Y | +119.0% | +72.2% | +46.8% | +49.2% |
| 10Y | +127.6% | +307.3% | -179.8% | -24.9% |
| All | +125.2% | +735.2% | -610.0% | -66.7% |
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