+236.2%
SILJ vs SPY
+78.4%
+157.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.2% |
| 7D | +10.3% | -0.6% | +10.9% | +11.1% |
| 30D | -9.9% | -3.7% | -6.2% | -5.0% |
| 3M | -17.3% | -2.7% | -14.6% | -13.8% |
| 6M | -22.2% | +2.2% | -24.4% | -22.9% |
| YTD | -10.7% | +10.8% | -21.6% | -18.6% |
| 1Y | +9.8% | +11.2% | -1.4% | 0.0% |
| 3Y | +236.2% | +76.5% | +159.7% | +52.4% |
| All | +236.2% | +78.4% | +157.9% | +52.4% |
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