+120.6%
SIL vs VT
+214.8%
-94.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +2.5% |
| 7D | +2.5% | -4.2% | +6.6% | +6.4% |
| 30D | -10.7% | -5.8% | -4.9% | -5.8% |
| 3M | -7.7% | -5.2% | -2.4% | -2.8% |
| 6M | -10.4% | +0.1% | -10.5% | -9.0% |
| YTD | -7.3% | +8.2% | -15.5% | -10.7% |
| 1Y | +25.3% | +10.1% | +15.1% | +19.4% |
| 3Y | +220.4% | +69.7% | +150.8% | +125.1% |
| 5Y | +107.6% | +53.4% | +54.2% | +53.8% |
| All | +120.6% | +214.8% | -94.2% | -21.8% |
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