+114.4%
SILJ vs SPY
+307.0%
-192.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -7.6% | +2.6% | -10.2% | -9.5% |
| 30D | -7.4% | -2.0% | -5.5% | -5.7% |
| 3M | -22.2% | -2.8% | -19.4% | -20.1% |
| 6M | -33.2% | +2.1% | -35.3% | -33.5% |
| YTD | -17.2% | +11.5% | -28.7% | -22.3% |
| 1Y | +0.6% | +13.5% | -12.9% | -6.6% |
| 3Y | +213.7% | +77.7% | +136.0% | +113.0% |
| 5Y | +73.0% | +72.6% | +0.4% | +18.4% |
| All | +114.4% | +307.0% | -192.6% | -3.3% |
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