+146.7%
SILC vs SPY
+18.8%
+127.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | +0.2% |
| 7D | +8.8% | -0.4% | +9.2% | +9.6% |
| 30D | +2.9% | -1.4% | +4.2% | +6.5% |
| 3M | -1.0% | +3.7% | -4.7% | -7.5% |
| 6M | +125.7% | +13.0% | +112.7% | +85.1% |
| YTD | +192.5% | +12.4% | +180.1% | +141.9% |
| 1Y | +146.7% | +18.5% | +128.2% | +94.0% |
| All | +146.7% | +18.8% | +127.9% | +94.0% |
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