+44.0%
SILJ vs SPY
+558.3%
-514.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.0% |
| 7D | +10.2% | -2.7% | +12.9% | +12.6% |
| 30D | -5.6% | -5.4% | -0.2% | -1.2% |
| 3M | -9.8% | -4.1% | -5.7% | -6.4% |
| 6M | -20.1% | +0.7% | -20.8% | -19.6% |
| YTD | -10.4% | +8.7% | -19.1% | -14.1% |
| 1Y | +19.1% | +10.9% | +8.3% | +12.9% |
| 3Y | +214.0% | +75.0% | +139.0% | +117.0% |
| 5Y | +100.4% | +67.8% | +32.6% | +41.3% |
| 10Y | +98.0% | +312.9% | -214.8% | -19.1% |
| All | +44.0% | +558.3% | -514.4% | -60.6% |
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 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