+53.3%
SILC vs SPY
+80.4%
-27.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -7.4% | +0.1% | -7.4% | -7.3% |
| 3M | -4.9% | +2.0% | -6.9% | -5.9% |
| 6M | +101.3% | +13.0% | +88.3% | +84.6% |
| YTD | +178.0% | +13.5% | +164.5% | +154.6% |
| 1Y | +143.6% | +20.0% | +123.6% | +116.1% |
| All | +53.3% | +80.4% | -27.1% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling