+0.7%
SILC vs SPY
+318.9%
-318.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.4% |
| 7D | +1.0% | -2.0% | +3.0% | +2.5% |
| 30D | -11.8% | -1.7% | -10.2% | -10.6% |
| 3M | -9.6% | +4.7% | -14.3% | -11.8% |
| 6M | +107.9% | +12.5% | +95.4% | +94.5% |
| YTD | +175.4% | +11.7% | +163.7% | +159.3% |
| 1Y | +126.9% | +17.5% | +109.4% | +107.0% |
| 3Y | +51.1% | +76.6% | -25.5% | +4.4% |
| 5Y | -5.6% | +82.0% | -87.7% | -36.3% |
| All | +0.7% | +318.9% | -318.1% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling