+73.6%
SILJ vs SPY
+72.1%
+1.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -7.6% | +2.6% | -10.2% | -10.0% |
| 30D | -7.4% | -2.0% | -5.5% | -5.2% |
| 3M | -22.2% | -2.8% | -19.4% | -19.5% |
| 6M | -33.2% | +2.1% | -35.3% | -33.6% |
| YTD | -17.2% | +11.5% | -28.7% | -23.8% |
| 1Y | +0.6% | +13.5% | -12.9% | -8.6% |
| 3Y | +213.7% | +77.7% | +136.0% | +92.8% |
| All | +73.6% | +72.1% | +1.5% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling