+598.1%
SILC vs SPY
+2,769.2%
-2,171.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.5% | +6.8% |
| 7D | +0.8% | -0.9% | +1.7% | +2.1% |
| 30D | -42.3% | -2.4% | -39.9% | -40.5% |
| 3M | -30.3% | -1.2% | -29.1% | -28.6% |
| 6M | -25.9% | +3.3% | -29.2% | -25.8% |
| YTD | +117.7% | +12.3% | +105.4% | +106.9% |
| 1Y | +115.5% | +12.4% | +103.0% | +104.6% |
| 3Y | +127.0% | +78.8% | +48.1% | +53.9% |
| 5Y | -30.1% | +75.2% | -105.3% | -51.9% |
| 10Y | -17.6% | +311.1% | -328.7% | -70.0% |
| All | +598.1% | +2,769.2% | -2,171.1% | +69.9% |
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 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