+791.5%
SILC vs SPY
+2,801.2%
-2,009.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 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% | -5.4% |
| 6M | +101.3% | +13.0% | +88.3% | +87.4% |
| YTD | +178.0% | +13.5% | +164.5% | +158.4% |
| 1Y | +143.6% | +20.0% | +123.6% | +118.0% |
| 3Y | +54.5% | +77.2% | -22.7% | +4.1% |
| 5Y | -7.2% | +81.9% | -89.1% | -38.7% |
| 10Y | +3.0% | +314.1% | -311.1% | -63.1% |
| All | +791.5% | +2,801.2% | -2,009.6% | +112.2% |
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