+98.0%
SILC vs SPY
+14.6%
+83.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -5.3% |
| 7D | -28.1% | -0.7% | -27.4% | -26.3% |
| 30D | -48.1% | -1.0% | -47.0% | -45.6% |
| 3M | -31.8% | -0.3% | -31.4% | -29.4% |
| 6M | -23.4% | +7.3% | -30.7% | -31.4% |
| YTD | +116.1% | +13.3% | +102.7% | +77.9% |
| 1Y | +98.0% | +14.8% | +83.2% | +60.4% |
| All | +98.0% | +14.6% | +83.4% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling