+84.0%
SILJ vs SPY
+587.9%
-503.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +14.2% | +0.1% | +14.1% | +14.2% |
| 3M | +7.0% | +2.0% | +5.0% | +6.0% |
| 6M | -13.2% | +13.0% | -26.2% | -19.8% |
| YTD | +14.5% | +13.5% | +0.9% | +5.7% |
| 1Y | +73.2% | +20.0% | +53.2% | +54.2% |
| 3Y | +266.4% | +77.2% | +189.2% | +149.1% |
| 5Y | +151.3% | +81.9% | +69.4% | +66.7% |
| 10Y | +118.3% | +314.1% | -195.7% | -11.5% |
| All | +84.0% | +587.9% | -503.9% | -51.5% |
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