+277.6%
SILJ vs SPY
+77.4%
+200.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +14.2% | +0.1% | +14.1% | +14.3% |
| 3M | +7.0% | +2.0% | +5.0% | +5.2% |
| 6M | -13.2% | +13.0% | -26.2% | -23.3% |
| YTD | +14.5% | +13.5% | +0.9% | +1.1% |
| 1Y | +73.2% | +20.0% | +53.2% | +45.9% |
| All | +277.6% | +77.4% | +200.2% | +116.6% |
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