+127.6%
SIL vs VT
+223.7%
-96.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +2.9% |
| 7D | +15.4% | +0.4% | +15.0% | +15.1% |
| 30D | -3.9% | -2.6% | -1.3% | -1.5% |
| 3M | -5.7% | -3.2% | -2.5% | -2.5% |
| 6M | -14.1% | +0.9% | -15.0% | -13.5% |
| YTD | 0.0% | +11.3% | -11.3% | -5.9% |
| 1Y | +30.3% | +14.0% | +16.3% | +20.7% |
| 3Y | +266.8% | +75.8% | +190.9% | +150.3% |
| 5Y | +119.0% | +57.8% | +61.2% | +58.4% |
| 10Y | +127.6% | +219.8% | -92.2% | -18.1% |
| All | +127.6% | +223.7% | -96.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling